ql/experimental/blackatmvolcurve.hpp File Reference


Detailed Description

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

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

Include dependency graph for blackatmvolcurve.hpp:


Namespaces

namespace  QuantLib

Classes

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