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BlackVolatilityTermStructure Class Reference#include <voltermstructure.hpp>
Inheritance diagram for BlackVolatilityTermStructure: ![]() Detailed DescriptionBlack Volatility term structure.
This abstract class acts as an adapter to BlackVolTermStructure allowing the programmer to implement only the Volatility are assumed to be expressed on an annual basis.
Member Function Documentation
The documentation for this class was generated from the following files: |
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