blacktriangulationatmvol.hpp File Reference

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...

Detailed Description

Black volatility surface that implies an ATM vol based on triangulation.