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

Black volatility surface modelled as variance surface. More...

#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/math/matrix.hpp>
#include <ql/math/interpolations/interpolation2d.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>

Go to the source code of this file.

Classes

class  ExtendedBlackVarianceSurface
 Black volatility surface modelled as variance surface. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Black volatility surface modelled as variance surface.

Definition in file extendedblackvariancesurface.hpp.