blackatmvolcurve.hpp

Langue: en

Autres versions - même langue

Version: 383172 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/experimental/volatility/blackatmvolcurve.hpp -

Black at-the-money (no-smile) volatility curve base class.

SYNOPSIS


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

Classes


class BlackAtmVolCurve
Black at-the-money (no-smile) volatility curve.

Detailed Description

Black at-the-money (no-smile) volatility curve base class.

Author

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