CFL
Classes | Namespaces
BlackData.hpp File Reference

Parameters of Black model. More...

#include "cfl/Data.hpp"
#include "cfl/Inline/iBlackData.hpp"
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Classes

class  cfl::Black::Data
 The parameters of Black model. More...
 

Namespaces

 cfl
 Main namespace for cfl library.
 
 cfl::Black
 Black model for a single asset.
 

Detailed Description

Author
Dmitry Kramkov
Date
2000-2006

Contains the class which defines the parameters of Black model.