dynamicblackvoltermstructure.hpp File Reference

dynamic black volatility term structure More...

#include <qle/math/flatextrapolation.hpp>
#include <qle/termstructures/dynamicstype.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/math/comparison.hpp>

Go to the source code of this file.

Classes
struct	curve
struct	surface
class	DynamicBlackVolTermStructure< mode >
	Takes a BlackVolTermStructure with fixed reference date and turns it into a floating reference date term structure. More...

Namespaces
namespace	QuantExt
namespace	QuantExt::tag

Detailed Description

dynamic black volatility term structure

Definition in file dynamicblackvoltermstructure.hpp.