abcd.hpp File Reference

#include <ql/types.hpp>
#include <ql/errors.hpp>
#include <ql/math/abcdmathfunction.hpp>

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Classes
class	AbcdFunction
	Abcd functional form for instantaneous volatility More...
class	AbcdSquared

Namespaces
namespace	QuantLib

Functions
Real	abcdBlackVolatility (Time u, Real a, Real b, Real c, Real d)