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localvolsurface.hpp
Langue: en
Version: 384060 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/equityfx/localvolsurface.hpp -Local volatility surface derived from a Black vol surface.
SYNOPSIS
#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>
Classes
class LocalVolSurface
Local volatility surface derived from a Black vol surface.
Detailed Description
Local volatility surface derived from a Black vol surface.
Author
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