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BlackVarianceTermStructure Class Reference#include <voltermstructure.hpp>
Inheritance diagram for BlackVarianceTermStructure: ![]() Detailed DescriptionBlack Variance term structure.
This abstract class acts as an adapter to VolTermStructure 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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