localvolcurve.hpp

Langue: en

Autres versions - même langue

Version: 382736 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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