QuantLib 0.3.11
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Reference manual
ql/Volatilities/blackvariancesurface.hpp File Reference
Detailed Description
Black volatility surface modelled as variance surface.
#include <ql/voltermstructure.hpp>
#include <ql/Math/matrix.hpp>
#include <ql/Math/interpolation2D.hpp>
#include <ql/DayCounters/actual365fixed.hpp>
Include dependency graph for blackvariancesurface.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | BlackVarianceSurface |
| Black volatility surface modelled as variance surface. More... | |
