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

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

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

## Detailed Description

Black volatility curve modelled as variance curve.

`#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>`
`#include <ql/math/interpolation.hpp>`

Include dependency graph for blackvariancecurve.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | BlackVarianceCurve
| Black volatility curve modelled as variance curve. More...