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blackatmvolcurve.hpp
Langue: en
Version: 383172 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/volatility/blackatmvolcurve.hpp -Black at-the-money (no-smile) volatility curve base class.
SYNOPSIS
#include <ql/termstructures/voltermstructure.hpp>
#include <ql/patterns/visitor.hpp>
Classes
class BlackAtmVolCurve
Black at-the-money (no-smile) volatility curve.
Detailed Description
Black at-the-money (no-smile) volatility curve base class.
Author
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