extendedblackvariancecurve.hpp

Langue: en

Autres versions - même langue

Version: 160619 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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