blacktriangulationatmvol.hpp File Reference

Black volatility surface that implies an ATM vol based on triangulation. More...

#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <qle/termstructures/correlationtermstructure.hpp>

Go to the source code of this file.

Classes
class	BlackTriangulationATMVolTermStructure
	Black volatility surface that implies an ATM vol based on triangulation. More...

Namespaces
namespace	QuantExt

Detailed Description

Black volatility surface that implies an ATM vol based on triangulation.

Definition in file blacktriangulationatmvol.hpp.