QuantLib 0.3.11
Getting started
Reference manual
ql/PricingEngines/blackmodel.hpp File Reference
Detailed Description
Abstract class for Black-type models (market models).
#include <ql/yieldtermstructure.hpp>
#include <ql/quote.hpp>
#include <ql/Math/normaldistribution.hpp>
Include dependency graph for blackmodel.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | BlackModel |
| Black-model for vanilla interest-rate derivatives. More... | |
