Re: How to use class BlackVarianceCurve

Posted by Max-118 on
URL: http://quantlib.414.s1.nabble.com/How-to-use-class-BlackVarianceCurve-tp5280p5282.html

Hi Bojan,

Thanks for your help! Exactly, I should use blackVariance() or blackVol() rather than the protected method in the derived class.

Best regards,
Max

On Mon, Jul 21, 2008 at 5:42 PM, Bojan Nikolic <[hidden email]> wrote:

Hi Max,

I believe you should use functions blackVariance() and blackVol()
which BlackVarianceCurve inherits from BlackVolTermStructure. See the
declaration of the latter in:

ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp

Best,
Bojan

--
Bojan Nikolic          ||          http://www.bnikolic.co.uk

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