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blackmodel.hpp File Reference

Abstract class for Black-type models (market models) More...

#include <ql/yieldtermstructure.hpp>
#include <ql/quote.hpp>
#include <ql/Math/normaldistribution.hpp>
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Classes

class  QuantLib::BlackModel
 Black-model for vanilla interest-rate derivatives. More...

Detailed Description

Abstract class for Black-type models (market models)

Definition in file blackmodel.hpp.


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