blackvolconstantspread.hpp File Reference

surface that combines an ATM curve and vol spreads from a surface More...

#include <ql/shared_ptr.hpp>
#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>
#include <ql/termstructures/volatility/equityfx/blackvariancesurface.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>

Go to the source code of this file.

Classes
class	BlackVolatilityConstantSpread
	Cube that combines an ATM matrix and vol spreads from a cube. More...

Namespaces
namespace	QuantExt

Detailed Description

surface that combines an ATM curve and vol spreads from a surface

Definition in file blackvolconstantspread.hpp.