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Reference manual - version qle_version
SwaptionVolatilityEUR Struct Reference

Public Attributes

vector< Period > optionTenors
vector< Period > swapTenors
vector< Real > strikeSpreads
Matrix nVols
Matrix lnVols
Matrix slnVols_1
Matrix slnVols_2
Matrix shifts_1
Matrix shifts_2
vector< vector< Handle< Quote > > > nVolSpreads
vector< vector< Handle< Quote > > > lnVolSpreads
vector< vector< Handle< Quote > > > slnVolSpreads