Black volatility surface that implies an ATM vol based on triangulation. More...
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <qle/termstructures/correlationtermstructure.hpp>
Classes | |
class | BlackTriangulationATMVolTermStructure |
Black volatility surface that implies an ATM vol based on triangulation. More... | |
Black volatility surface that implies an ATM vol based on triangulation.