blackvariancecurve(3)
NAME
ql/termstructures/volatility/equityfx/blackvariancecurve.hpp – Black volatility curve modelled as variance curve.
SYNOPSIS
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/math/interpolation.hpp>
Classes
class BlackVarianceCurve
Black volatility curve modelled as variance curve.
Detailed Description
Black volatility curve modelled as variance curve.
Author
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