QuantLib: ql/termstructures/volatility/equityfx/localvolcurve.hpp File Reference

### A free/open-source library for quantitative finance

# ql/termstructures/volatility/equityfx/localvolcurve.hpp File Reference

## Detailed Description

Local volatility curve derived from a Black curve.

`#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>`
`#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>`

Include dependency graph for localvolcurve.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | LocalVolCurve
| Local volatility curve derived from a Black curve. More...