blackvariancecurve.hpp

Langue: en

Autres versions - même langue

Version: 381078 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/termstructures/volatility/equityfx/blackvariancecurve.hpp -

Black volatility curve modelled as variance curve.

SYNOPSIS


#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/math/interpolation.hpp>

Classes


class BlackVarianceCurve
Black volatility curve modelled as variance curve.

Detailed Description

Black volatility curve modelled as variance curve.

Author

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