QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Enumerations | Functions
volatilitytype.hpp File Reference

volatility types More...

#include <ql/types.hpp>
#include <ostream>

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Namespaces

namespace  QuantLib
 

Enumerations

enum  VolatilityType { ShiftedLognormal , Normal }
 

Functions

std::ostream & operator<< (std::ostream &out, const VolatilityType &t)
 

Detailed Description

volatility types

Definition in file volatilitytype.hpp.