Reference manual - version qle_version
surface that combines an ATM curve and vol spreads from a surface More...
#include <ql/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