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QuantLib: a free/open-source library for quantitative finance
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blackvariancecurve.hpp File Reference

Black volatility curve modelled as variance curve. More...

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

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Classes

class  BlackVarianceCurve
 Black volatility curve modelled as variance curve. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Black volatility curve modelled as variance curve.

Definition in file blackvariancecurve.hpp.