surface that combines an ATM curve and vol spreads from a surface More...
#include <boost/shared_ptr.hpp>
#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>
#include <ql/termstructures/volatility/equityfx/blackvariancesurface.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
Classes | |
class | BlackVolatilityConstantSpread |
Cube that combines an ATM matrix and vol spreads from a cube. More... | |
surface that combines an ATM curve and vol spreads from a surface