CapletVolatilityStructure Class Reference#include <ql/capvolstructures.hpp>
Inheritance diagram for CapletVolatilityStructure:
[legend]List of all members.
Detailed Description
Caplet/floorlet forward-volatility structure.
This class is purely abstract and defines the interface of concrete structures which will be derived from this one.
Constructor & Destructor Documentation
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default constructor
- Warning:
- term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method.
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