Swaption at-the-money volatility matrix. More...
#include <ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp>#include <ql/math/interpolations/interpolation2d.hpp>#include <ql/math/matrix.hpp>#include <boost/noncopyable.hpp>#include <vector>
Classes | |
| class | SwaptionVolatilityMatrix |
| At-the-money swaption-volatility matrix. More... | |
Swaption at-the-money volatility matrix.