Reference manual - version qle_version
QuantExt
detail
NormalSABRWrapper
Public Member Functions
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NormalSABRWrapper Class Reference
Public Member Functions
NormalSABRWrapper
(const Time t, const Real &forward, const std::vector< Real > ¶ms, const std::vector< Real > &addParams)
const std::vector< Real > &
params
() const
Real
volatility
(const Real x)
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