Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

abcdatmvolcurve.hpp File Reference


Detailed Description

Abcd-interpolated at-the-money (no-smile) interest rate vol curve.

Definition in file abcdatmvolcurve.hpp.

#include <ql/experimental/blackatmvolcurve.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/math/interpolations/abcdinterpolation.hpp>
#include <ql/quote.hpp>
#include <ql/patterns/lazyobject.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::AbcdAtmVolCurve
 Abcd-interpolated at-the-money (no-smile) volatility curve. More...


Generated by  Doxygen 1.6.0   Back to index