QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
basismodels Directory Reference

Files

file  swaptioncfs.hpp
 translate swaption into deterministic fixed and float cash flows
 
file  tenoroptionletvts.hpp
 caplet volatility term structure based on volatility transformation
 
file  tenorswaptionvts.hpp
 swaption volatility term structure based on volatility transformation