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capvolstructures.hpp File Reference

Cap/Floor volatility structures. More...

#include <ql/termstructure.hpp>
#include <ql/Math/extrapolation.hpp>
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class  QuantLib::CapletVolatilityStructure
 Caplet/floorlet forward-volatility structure. More...
class  QuantLib::CapVolatilityStructure
 Cap/floor term-volatility structure. More...

Detailed Description

Cap/Floor volatility structures.

Definition in file capvolstructures.hpp.

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