extendedblackvariancecurve.hpp File Reference

Black volatility curve modelled as variance curve. More...

#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>

Go to the source code of this file.

Classes
class	ExtendedBlackVarianceCurve
	Black volatility curve modelled as variance curve. More...

Namespaces
namespace	QuantLib

Detailed Description

Black volatility curve modelled as variance curve.

Definition in file extendedblackvariancecurve.hpp.