andreasenhugelocalvoladapter.hpp File Reference

Implements the LocalVolTermStructure interface based on a Andreasen-Huge volatility interpolation. More...

#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>

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Classes
class	AndreasenHugeLocalVolAdapter

Namespaces
namespace	QuantLib

Detailed Description

Implements the LocalVolTermStructure interface based on a Andreasen-Huge volatility interpolation.

Definition in file andreasenhugelocalvoladapter.hpp.