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impliedvolatility.hpp
Langue: en
Version: 383859 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/impliedvolatility.hpp -Utilities for implied-volatility calculation.
SYNOPSIS
#include <ql/instrument.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes
class ImpliedVolatilityHelper
helper class for one-asset implied-volatility calculation
Detailed Description
Utilities for implied-volatility calculation.
Author
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