ql/experimental/volatility/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>
Include dependency graph for extendedblackvariancecurve.hpp:

Classes | |
| class | ExtendedBlackVarianceCurve |
| Black volatility curve modelled as variance curve. More... | |
Detailed Description
Black volatility curve modelled as variance curve.