parametricvolatility.hpp File Reference

cross-asset, generic volatility structure More...

#include <ql/handle.hpp>
#include <ql/option.hpp>
#include <ql/pricingengines/blackformula.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes
class	ParametricVolatility
struct	ParametricVolatility::MarketSmile

Functions
bool	operator< (const ParametricVolatility::MarketSmile &s, const ParametricVolatility::MarketSmile &t)
QuantExt::ParametricVolatility::ParameterCalibration	parseParametricSmileParameterCalibration (const std::string &s)
std::ostream &	operator<< (std::ostream &os, QuantExt::ParametricVolatility::ParameterCalibration type)

Detailed Description

cross-asset, generic volatility structure