QuantLib: C:/dev/QuantLib/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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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.