impliedvolatility (3) - Linux Manuals

impliedvolatility: Utilities for implied-volatility calculation.

NAME

ql/instruments/impliedvolatility.hpp - Utilities for implied-volatility calculation.

SYNOPSIS

#include <ql/instrument.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Classes

class ImpliedVolatilityHelper
helper class for one-asset implied-volatility calculation

Detailed Description

Utilities for implied-volatility calculation.

Author

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