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.