abcdatmvolcurve.hpp File Reference

Abcd-interpolated at-the-money (no-smile) interest rate vol curve. More...

#include <ql/experimental/volatility/blackatmvolcurve.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/interpolations/abcdinterpolation.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>

Go to the source code of this file.

Classes
class	AbcdAtmVolCurve
	Abcd-interpolated at-the-money (no-smile) volatility curve. More...

Namespaces
namespace	QuantLib

Detailed Description

Abcd-interpolated at-the-money (no-smile) interest rate vol curve.

Definition in file abcdatmvolcurve.hpp.