blackvariancecurve3.hpp File Reference

Black volatility curve modeled as variance curve. More...

#include <ql/math/interpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>

Classes
class	BlackVarianceCurve3
	Black volatility curve modeled as variance curve. More...

Detailed Description

Black volatility curve modeled as variance curve.