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abcdatmvolcurve.hpp
Langue: en
Version: 377538 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/volatility/abcdatmvolcurve.hpp -Abcd-interpolated at-the-money (no-smile) interest rate vol curve.
SYNOPSIS
#include <ql/experimental/volatility/blackatmvolcurve.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/interpolations/abcdinterpolation.hpp>
Classes
class AbcdAtmVolCurve
Abcd-interpolated at-the-money (no-smile) volatility curve.
Detailed Description
Abcd-interpolated at-the-money (no-smile) interest rate vol curve.
Author
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