noexceptlocalvolsurface.hpp File Reference

wrapper around Dupire local volatility surface, which does not throw exception if local volatility becomes negative More...

#include <ql/termstructures/volatility/equityfx/localvolsurface.hpp>

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Classes
class	NoExceptLocalVolSurface

Namespaces
namespace	QuantLib

Detailed Description

wrapper around Dupire local volatility surface, which does not throw exception if local volatility becomes negative

Definition in file noexceptlocalvolsurface.hpp.