Reference manual - version qle_version
Public Attributes | |
| vector< Period > | tenors |
| vector< Rate > | strikes |
| Matrix | nVols |
| Matrix | slnVols_1 |
| Matrix | slnVols_2 |
| Real | shift_1 |
| Real | shift_2 |
| vector< Period > | atmTenors |
| vector< Volatility > | nAtmVols |
| vector< Volatility > | slnAtmVols_1 |
| vector< Volatility > | slnAtmVols_2 |