VannaVolga Class Reference

VannaVolga-interpolation factory and traits More...

#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