spreadedblackvolatilitycurve.hpp File Reference

Spreaded Black volatility curve. More...

#include <ql/math/interpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>

Go to the source code of this file.

Classes
class	SpreadedBlackVolatilityCurve
	Spreaded Black volatility curve modeled as variance curve. More...

Namespaces
namespace	QuantExt

Detailed Description

Spreaded Black volatility curve.

Definition in file spreadedblackvolatilitycurve.hpp.