blackatmvolcurve.hpp File Reference

Black at-the-money (no-smile) volatility curve base class. More...

Include dependency graph for blackatmvolcurve.hpp:

Classes

class  BlackAtmVolCurve
 Black at-the-money (no-smile) volatility curve. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Black at-the-money (no-smile) volatility curve base class.