Thanks again Peter,
I get it,
Paolo
>----Messaggio originale----
>Da:
[hidden email]
>Data: 27/09/2010 15.47
>A: <
[hidden email]>, <
[hidden email]>
>Ogg: AW: [Quantlib-users] SABR volatility
>
>yes, sabrVolatility (defined in termstructures / volatility / sabr.hpp)
>Peter
>
>-----Ursprüngliche Nachricht-----
>Von:
[hidden email] [mailto:
[hidden email]]
>Gesendet: Montag, 27. September 2010 15:31
>An:
[hidden email]
>Betreff: [Quantlib-users] SABR volatility
>
>Hello,
>
>I would like to know if in c++ exists a function having the same purpose of
>qlSABRVolatility in qlXl.
>I mean a function that, giving the list of SABR parameters, forwards and
>expiry time, is able to return the corresponding volatility.
>
>Thanks in advance,
>Paolo
>
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