QuantLib_VannaVolga man page

VannaVolga — VannaVolga-interpolation factory and traits

Synopsis

#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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

VannaVolga(3) is an alias of QuantLib_VannaVolga(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib