ql/termstructures/volatility/equityfx/blackvariancecurve.hpp File Reference


Detailed Description

Black volatility curve modelled as variance curve.

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

Include dependency graph for blackvariancecurve.hpp:


Namespaces

namespace  QuantLib

Classes

class  BlackVarianceCurve
 Black volatility curve modelled as variance curve. More...