QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Black volatility surface modelled as variance surface.
Definition in file extendedblackvariancesurface.hpp.