blackvoltermstructure.hpp

Langue: en

Autres versions - même langue

Version: 154888 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp - Black volatility term structure base classes.

SYNOPSIS


#include <ql/termstructures/voltermstructure.hpp>
#include <ql/patterns/visitor.hpp>

Classes


class BlackVolTermStructure
Black-volatility term structure.
class BlackVolatilityTermStructure
Black-volatility term structure.
class BlackVarianceTermStructure
Black variance term structure.

Detailed Description

Black volatility term structure base classes.

Author

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