blackvariancesurface.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/time/daycounters/actual365fixed.hpp>

Go to the source code of this file.

Classes
class	BlackVarianceSurface
	Black volatility surface modelled as variance surface. More...

Namespaces
namespace	QuantLib

Detailed Description

Black volatility surface modelled as variance surface.

Definition in file blackvariancesurface.hpp.