impliedvoltermstructure.hpp

Langue: en

Autres versions - même langue

Version: 382633 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp -

Implied Black Vol Term Structure.

SYNOPSIS


#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>

Classes


class ImpliedVolTermStructure
Implied vol term structure at a given date in the future.

Detailed Description

Implied Black Vol Term Structure.

Author

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