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blackvoltermstructure.hpp
Langue: en
Version: 375018 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp -Black volatility term structure base classes.
SYNOPSIS
#include <ql/termstructures/voltermstructure.hpp>
#include <ql/patterns/visitor.hpp>
Classes
class BlackVolTermStructure
Black-volatility term structure.
class BlackVolatilityTermStructure
Black-volatility term structure.
class BlackVarianceTermStructure
Black variance term structure.
Detailed Description
Black volatility term structure base classes.
Author
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