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extendedblackvariancecurve.hpp
Langue: en
Version: 377946 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/volatility/extendedblackvariancecurve.hpp -Black volatility curve modelled as variance curve.
SYNOPSIS
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
Classes
class ExtendedBlackVarianceCurve
Black volatility curve modelled as variance curve.
Detailed Description
Black volatility curve modelled as variance curve.
Author
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