impliedvolatility.hpp

Langue: en

Autres versions - même langue

Version: 383859 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/impliedvolatility.hpp -

Utilities for implied-volatility calculation.

SYNOPSIS


#include <ql/instrument.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Classes


class ImpliedVolatilityHelper
helper class for one-asset implied-volatility calculation

Detailed Description

Utilities for implied-volatility calculation.

Author

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