ql/Volatilities/blackvariancecurve.hpp File Reference


Detailed Description

Black volatility curve modelled as variance curve.

#include <ql/voltermstructure.hpp>
#include <ql/Math/interpolation.hpp>
#include <ql/DayCounters/actual365.hpp>

Include dependency graph for blackvariancecurve.hpp:

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Namespaces

namespace  QuantLib

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