spreadedblackvolatilitycurve.hpp File Reference

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

Detailed Description

Spreaded Black volatility curve.