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>
Classes | |
| class | AbcdAtmVolCurve |
| Abcd-interpolated at-the-money (no-smile) volatility curve. More... | |
Abcd-interpolated at-the-money (no-smile) interest rate vol curve.