QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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volatility types More...
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Namespaces | |
namespace | QuantLib |
Enumerations | |
enum | VolatilityType { ShiftedLognormal , Normal } |
Functions | |
std::ostream & | operator<< (std::ostream &out, const VolatilityType &t) |
volatility types
Definition in file volatilitytype.hpp.