parametricvolatility.hpp File Reference

cross-asset, generic volatility structure More...

#include <ql/handle.hpp>
#include <ql/option.hpp>
#include <ql/pricingengines/blackformula.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Go to the source code of this file.

Classes
class	ParametricVolatility
struct	ParametricVolatility::MarketSmile

Namespaces
namespace	QuantExt

Functions
bool	operator< (const ParametricVolatility::MarketSmile &s, const ParametricVolatility::MarketSmile &t)

Detailed Description

cross-asset, generic volatility structure

Definition in file parametricvolatility.hpp.