QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
Loading...
Searching...
No Matches
Classes | Namespaces
vectorbsmprocessextractor.hpp File Reference

helper class to extract underlying, volatility etc from a vector of processes More...

#include <ql/processes/blackscholesprocess.hpp>
#include <functional>

Go to the source code of this file.

Classes

class  VectorBsmProcessExtractor
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Detailed Description

helper class to extract underlying, volatility etc from a vector of processes

Definition in file vectorbsmprocessextractor.hpp.