Optionlet volatility with overlayed bilinearly interpolated spread surface. More...
#include <ql/math/interpolations/interpolation2d.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <boost/smart_ptr/shared_ptr.hpp>
Classes | |
class | SpreadedOptionletVolatility2 |
Optionlet volatility with overlayed bilinearly interpolated spread surface.