swaption cube that combines an ATM matrix and vol spreads from a cube More...
#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp>
#include <boost/shared_ptr.hpp>
Classes | |
class | ConstantSpreadSmileSection |
class | SwaptionVolatilityConstantSpread |
Swaption cube that combines an ATM matrix and vol spreads from a cube. More... | |
swaption cube that combines an ATM matrix and vol spreads from a cube