blackscholesmodelwrapper.hpp File Reference

wrapper around a vector of BS processes More...

#include <ql/processes/blackscholesprocess.hpp>
#include <ql/timegrid.hpp>

Go to the source code of this file.

Classes
class	BlackScholesModelWrapper

Namespaces
namespace	QuantExt

Detailed Description

wrapper around a vector of BS processes

Definition in file blackscholesmodelwrapper.hpp.