experimental yoy inflation volatility structures More...
#include <ql/termstructures/voltermstructure.hpp>#include <ql/math/interpolation.hpp>#include <ql/time/calendars/target.hpp>#include <ql/termstructures/inflationtermstructure.hpp>#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>
Classes | |
| class | InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > |
| Interpolated flat smile surface. More... | |
experimental yoy inflation volatility structures