SwaptionVolatilityEUR Struct Reference

Public Attributes
vector< Period >	optionTenors
vector< Period >	swapTenors
vector< Real >	strikeSpreads
Matrix	nVols
Matrix	lnVols
Matrix	slnVols_1
Matrix	slnVols_2
Matrix	shifts_1
Matrix	shifts_2
vector< vector< Handle< Quote > > >	nVolSpreads
vector< vector< Handle< Quote > > >	lnVolSpreads
vector< vector< Handle< Quote > > >	slnVolSpreads