Logo
Reference manual - version qle_version
Classes
blackinvertedvoltermstructure.hpp File Reference

Black volatility surface that inverts an existing surface. More...

#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>

Classes

class  BlackInvertedVolTermStructure
 Black volatility surface that inverts an existing surface. More...
 

Detailed Description

Black volatility surface that inverts an existing surface.