localvolcurve (3) - Linux Manuals

localvolcurve: Local volatility curve derived from a Black curve.

NAME

ql/termstructures/volatility/equityfx/localvolcurve.hpp - Local volatility curve derived from a Black curve.

SYNOPSIS

#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>
#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>

Classes

class LocalVolCurve
Local volatility curve derived from a Black curve.

Detailed Description

Local volatility curve derived from a Black curve.

Author

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