abcdatmvolcurve.hpp File Reference

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

#include <ql/experimental/volatility/blackatmvolcurve.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/interpolations/abcdinterpolation.hpp>
Include dependency graph for abcdatmvolcurve.hpp:

Classes

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

Namespaces

namespace  QuantLib
 

Detailed Description

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