swaptionvolconstantspread.hpp File Reference

swaption cube that combines an ATM matrix and vol spreads from a cube More...

#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp>
#include <ql/shared_ptr.hpp>

Classes
class	ConstantSpreadSmileSection
class	SwaptionVolatilityConstantSpread
	Swaption cube that combines an ATM matrix and vol spreads from a cube. More...

Detailed Description

swaption cube that combines an ATM matrix and vol spreads from a cube