equityfx Directory Reference

Files
file	andreasenhugelocalvoladapter.cpp [code]
file	andreasenhugelocalvoladapter.hpp [code]
	Implements the LocalVolTermStructure interface based on a Andreasen-Huge volatility interpolation.
file	andreasenhugevolatilityadapter.cpp [code]
file	andreasenhugevolatilityadapter.hpp [code]
	Implements the BlackVolTermStructure interface based on a Andreasen-Huge volatility interpolation.
file	andreasenhugevolatilityinterpl.cpp [code]
file	andreasenhugevolatilityinterpl.hpp [code]
	Andreasen-Huge local volatility calibration and interpolation.
file	blackconstantvol.hpp [code]
	Black constant volatility, no time dependence, no strike dependence.
file	blackvariancecurve.cpp [code]
file	blackvariancecurve.hpp [code]
	Black volatility curve modelled as variance curve.
file	blackvariancesurface.cpp [code]
file	blackvariancesurface.hpp [code]
	Black volatility surface modelled as variance surface.
file	blackvoltermstructure.cpp [code]
file	blackvoltermstructure.hpp [code]
	Black volatility term structure base classes.
file	fixedlocalvolsurface.cpp [code]
file	fixedlocalvolsurface.hpp [code]
	Local volatility surface based on fixed values plus interpolation.
file	gridmodellocalvolsurface.cpp [code]
file	gridmodellocalvolsurface.hpp [code]
	Parameterized volatility surface useful for model calibration.
file	hestonblackvolsurface.cpp [code]
file	hestonblackvolsurface.hpp [code]
	Black volatility surface back by Heston model.
file	impliedvoltermstructure.hpp [code]
	Implied Black Vol Term Structure.
file	localconstantvol.hpp [code]
	Local constant volatility, no time dependence, no asset dependence.
file	localvolcurve.hpp [code]
	Local volatility curve derived from a Black curve.
file	localvolsurface.cpp [code]
file	localvolsurface.hpp [code]
	Local volatility surface derived from a Black vol surface.
file	localvoltermstructure.cpp [code]
file	localvoltermstructure.hpp [code]
	Local volatility term structure base class.
file	noexceptlocalvolsurface.hpp [code]
	wrapper around Dupire local volatility surface, which does not throw exception if local volatility becomes negative