dynamic optionlet volatility structure More...
#include <qle/termstructures/dynamicstype.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <boost/make_shared.hpp>
Classes | |
class | DynamicOptionletVolatilityStructure |
Converts OptionletVolatilityStructure with fixed reference date into a floating reference date term structure. More... | |
dynamic optionlet volatility structure