BlackVolFromCreditVolWrapper Class Reference

Inheritance diagram for BlackVolFromCreditVolWrapper:

Public Member Functions
	BlackVolFromCreditVolWrapper (const QuantLib::Handle< QuantExt::CreditVolCurve > &vol, const QuantLib::Real underlyingLength)
const QuantLib::Date &	referenceDate () const override
QuantLib::Real	minStrike () const override
QuantLib::Real	maxStrike () const override
QuantLib::Date	maxDate () const override