extendedblackvariancecurve (3) - Linux Man Pages

extendedblackvariancecurve: Black volatility curve modelled as variance curve.

NAME

ql/experimental/volatility/extendedblackvariancecurve.hpp - Black volatility curve modelled as variance curve.

SYNOPSIS


#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>

Classes


class ExtendedBlackVarianceCurve
Black volatility curve modelled as variance curve.

Detailed Description

Black volatility curve modelled as variance curve.

Author

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