QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
blackatmvolcurve.hpp File Reference

Black at-the-money (no-smile) volatility curve base class. More...

#include <ql/termstructures/voltermstructure.hpp>
#include <ql/patterns/visitor.hpp>

Go to the source code of this file.

Classes

class  BlackAtmVolCurve
 Black at-the-money (no-smile) volatility curve. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Black at-the-money (no-smile) volatility curve base class.

Definition in file blackatmvolcurve.hpp.