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extendedblackvariancecurve.hpp File Reference


Detailed Description

Black volatility curve modelled as variance curve.

Definition in file extendedblackvariancecurve.hpp.

#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::ExtendedBlackVarianceCurve
 Black volatility curve modelled as variance curve. More...


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