optionpricesurface.hpp File Reference

Surface to store option prices. More...

#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructure.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <ql/time/date.hpp>
#include <qle/interpolators/optioninterpolator2d.hpp>

Classes
class	OptionPriceSurface

Detailed Description

Surface to store option prices.