Reference manual - version qle_version
QuantExt
CPIPriceVolatilitySurfaceDefaultValues
Static Public Attributes
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CPIPriceVolatilitySurfaceDefaultValues Struct Reference
Static Public Attributes
static constexpr QuantLib::Real
upperVolBound
= 1.0
static constexpr QuantLib::Real
lowerVolBound
= 0.000001
static constexpr QuantLib::Real
solverTolerance
= 1.0e-12
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