QuantLib_VannaVolga man page

VannaVolga — VannaVolga-interpolation factory and traits  


#include <ql/experimental/barrieroption/vannavolgainterpolation.hpp>

Public Member Functions

VannaVolga (Real spot, DiscountFactor dDiscount, DiscountFactor fDiscount, Time T)
template<class I1 , class I2 > Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const

Static Public Attributes

static const Size requiredPoints = 3

Detailed Description

VannaVolga-interpolation factory and traits


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Referenced By

The man page VannaVolga(3) is an alias of QuantLib_VannaVolga(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib