AbcdAtmVolCurve (3) Linux Manual Page
ql/experimental/volatility/abcdatmvolcurve.hpp – Abcd-interpolated at-the-money (no-smile) interest rate vol curve. Synopsis#include <ql/experimental/volatility/blackatmvolcurve.hpp> #include <ql/patterns/lazyobject.hpp> #include <ql/math/interpolations/abcdinterpolation.hpp> Classesclass AbcdAtmVolCurve Abcd-interpolated at-the-money (no-smile) volatility curve. Detailed DescriptionAbcd-interpolated at-the-money (no-smile) interest rate vol curve. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
