localvolsurface.hpp

Langue: en

Autres versions - même langue

Version: 384060 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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