QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
capfloor Directory Reference

Files

file  capfloortermvolatilitystructure.hpp
 cap/floor term-volatility structure
 
file  capfloortermvolcurve.hpp
 Cap/floor at-the-money term-volatility curve.
 
file  capfloortermvolsurface.hpp
 Cap/floor smile volatility surface.
 
file  constantcapfloortermvol.hpp
 Constant cap/floor term volatility.