ql/experimental/blackatmvolcurve.hpp File Reference
Detailed Description
Black at-the-money (no-smile) volatility curve base class.
#include <ql/termstructures/voltermstructure.hpp>
#include <ql/patterns/visitor.hpp>
Include dependency graph for blackatmvolcurve.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | BlackAtmVolCurve |
Black at-the-money (no-smile) volatility curve. More... |