BlackVarianceCurve (3) Linux Manual Page

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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