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QuantLib::BlackCallableFixedRateBondEngine::BlackCallableFixedRateBondEngine ( const Handle< CallableBondVolatilityStructure > &  yieldVolStructure,
const Handle< YieldTermStructure > &  discountCurve 

volatility is the quoted fwd yield volatility, not price vol

no vol structures implemented yet besides constant volatility

Definition at line 43 of file blackcallablebondengine.cpp.

    : volatility_(yieldVolStructure), discountCurve_(discountCurve) {

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