ql/experimental/volatility/extendedblackvariancesurface.hpp File Reference

Black volatility surface modelled as variance surface. More...

#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/math/matrix.hpp>
#include <ql/math/interpolations/interpolation2d.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
Include dependency graph for extendedblackvariancesurface.hpp:

Classes

class  ExtendedBlackVarianceSurface
 Black volatility surface modelled as variance surface. More...

Detailed Description

Black volatility surface modelled as variance surface.