vegastressedblackscholesprocess.hpp File Reference

Black-Scholes process which supports local vega stress tests. More...

#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Classes
class	VegaStressedBlackScholesProcess
	Black-Scholes process which supports local vega stress tests. More...

Namespaces
namespace	QuantLib

Detailed Description

Black-Scholes process which supports local vega stress tests.

Definition in file vegastressedblackscholesprocess.hpp.