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blackvolsurface.hpp
Langue: en
Version: 382528 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/volatility/blackvolsurface.hpp -Black volatility (smile) surface.
SYNOPSIS
#include <ql/experimental/volatility/blackatmvolcurve.hpp>
Classes
class BlackVolSurface
Black volatility (smile) surface.
Detailed Description
Black volatility (smile) surface.
Author
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