ql/experimental/volatility/blackatmvolcurve.hpp File Reference

Black at-the-money (no-smile) volatility curve base class. More...

#include <ql/termstructures/voltermstructure.hpp>
#include <ql/patterns/visitor.hpp>
Include dependency graph for blackatmvolcurve.hpp:

Classes

class  BlackAtmVolCurve
 Black at-the-money (no-smile) volatility curve. More...

Detailed Description

Black at-the-money (no-smile) volatility curve base class.