Wrapper class for a SwaptionVolatilityCube that easily and efficiently exposes ATM vols. More...
#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp>
#include <boost/shared_ptr.hpp>
Classes | |
class | SwaptionVolCubeWithATM |
Wrapper class for a SwaptionVolatilityCube that easily and efficiently exposes ATM vols. More... | |
Wrapper class for a SwaptionVolatilityCube that easily and efficiently exposes ATM vols.