fixedlocalvolsurface.hpp File Reference

Local volatility surface based on fixed values plus interpolation. More...

#include <ql/math/matrix.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>

Go to the source code of this file.

Classes
class	FixedLocalVolSurface

Namespaces
namespace	QuantLib

Detailed Description

Local volatility surface based on fixed values plus interpolation.

Definition in file fixedlocalvolsurface.hpp.