ql/experimental/volatility/extendedblackvariancecurve.hpp File Reference

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

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

Include dependency graph for extendedblackvariancecurve.hpp:


Classes

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

Detailed Description

Black volatility curve modelled as variance curve.