blackvolsurfacewithatm.hpp File Reference

Wrapper class for a BlackVolTermStructure that easily exposes ATM vols. More...

#include <boost/shared_ptr.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes
class	BlackVolatilityWithATM
	Wrapper class for a BlackVolTermStructure that easily exposes ATM vols. More...

Detailed Description

Wrapper class for a BlackVolTermStructure that easily exposes ATM vols.