LocalVolCurve (3) Linux Manual Page
NAME
ql/termstructures/volatility/equityfx/localvolcurve.hpp – Local volatility curve derived from a Black curve.
SYNOPSIS
#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>
#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>
Classes
class LocalVolCurve
Local volatility curve derived from a Black curve.
Detailed Description
Local volatility curve derived from a Black curve.
Author
Generated automatically by Doxygen for QuantLib from the source code.