SwaptionVolCubeSabrModel Struct Reference

Swaption Volatility Cube SABR. More...

#include <ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp>

Public Types
typedef SABRInterpolation	Interpolation
typedef SabrSmileSection	SmileSection

Detailed Description

Swaption Volatility Cube SABR.

This struct defines the types used by SABR Volatility cubes for interpolation (SABRInterpolation) and for modeling the smile (SabrSmileSection).