ql/PricingEngines/blackmodel.hpp File Reference


Detailed Description

Abstract class for Black-type models (market models).

#include <ql/termstructure.hpp>
#include <ql/Math/normaldistribution.hpp>

Include dependency graph for blackmodel.hpp:

Include dependency graph

Namespaces

namespace  QuantLib

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen