QuantLib: ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp File Reference

### A free/open-source library for quantitative finance

# ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp File Reference

## Detailed Description

Spreaded caplet/floorlet volatility.

`#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>`
`#include <ql/quote.hpp>`

Include dependency graph for spreadedoptionletvol.hpp:

## Namespaces
namespace | QuantLib