Black at-the-money (no-smile) volatility curve base class. More...
#include <ql/termstructures/voltermstructure.hpp>#include <ql/patterns/visitor.hpp>
Classes | |
| class | BlackAtmVolCurve |
| Black at-the-money (no-smile) volatility curve. More... | |
Black at-the-money (no-smile) volatility curve base class.