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localvolcurve.hpp
Langue: en
Version: 170202 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/equityfx/localvolcurve.hpp - Local volatility curve derived from a Black curve.SYNOPSIS
#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>
#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>
Classes
class LocalVolCurve
Local volatility curve derived from a Black curve.
Detailed Description
Local volatility curve derived from a Black curve.
Author
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