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<div class="title">equityfx Directory Reference</div> </div>
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Files</h2></td></tr>
<tr class="memitem:andreasenhugelocalvoladapter_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>andreasenhugelocalvoladapter.hpp</b></td></tr>
<tr class="memdesc:andreasenhugelocalvoladapter_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Implements the LocalVolTermStructure interface based on a Andreasen-Huge volatility interpolation. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:andreasenhugevolatilityadapter_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>andreasenhugevolatilityadapter.hpp</b></td></tr>
<tr class="memdesc:andreasenhugevolatilityadapter_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Implements the BlackVolTermStructure interface based on a Andreasen-Huge volatility interpolation. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:andreasenhugevolatilityinterpl_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>andreasenhugevolatilityinterpl.hpp</b></td></tr>
<tr class="memdesc:andreasenhugevolatilityinterpl_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Andreasen-Huge local volatility calibration and interpolation. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:blackconstantvol_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>blackconstantvol.hpp</b></td></tr>
<tr class="memdesc:blackconstantvol_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Black constant volatility, no time dependence, no strike dependence. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:blackvariancecurve_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>blackvariancecurve.hpp</b></td></tr>
<tr class="memdesc:blackvariancecurve_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility curve modelled as variance curve. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:blackvariancesurface_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>blackvariancesurface.hpp</b></td></tr>
<tr class="memdesc:blackvariancesurface_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility surface modelled as variance surface. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:blackvoltermstructure_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>blackvoltermstructure.hpp</b></td></tr>
<tr class="memdesc:blackvoltermstructure_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility term structure base classes. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:fixedlocalvolsurface_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>fixedlocalvolsurface.hpp</b></td></tr>
<tr class="memdesc:fixedlocalvolsurface_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Local volatility surface based on fixed values plus interpolation. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:gridmodellocalvolsurface_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>gridmodellocalvolsurface.hpp</b></td></tr>
<tr class="memdesc:gridmodellocalvolsurface_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Parameterized volatility surface useful for model calibration. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:hestonblackvolsurface_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>hestonblackvolsurface.hpp</b></td></tr>
<tr class="memdesc:hestonblackvolsurface_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility surface back by Heston model. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:impliedvoltermstructure_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>impliedvoltermstructure.hpp</b></td></tr>
<tr class="memdesc:impliedvoltermstructure_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Implied Black Vol Term Structure. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:localconstantvol_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>localconstantvol.hpp</b></td></tr>
<tr class="memdesc:localconstantvol_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Local constant volatility, no time dependence, no asset dependence. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:localvolcurve_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>localvolcurve.hpp</b></td></tr>
<tr class="memdesc:localvolcurve_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Local volatility curve derived from a Black curve. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:localvolsurface_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>localvolsurface.hpp</b></td></tr>
<tr class="memdesc:localvolsurface_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Local volatility surface derived from a Black vol surface. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:localvoltermstructure_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>localvoltermstructure.hpp</b></td></tr>
<tr class="memdesc:localvoltermstructure_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Local volatility term structure base class. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:noexceptlocalvolsurface_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>noexceptlocalvolsurface.hpp</b></td></tr>
<tr class="memdesc:noexceptlocalvolsurface_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">wrapper around Dupire local volatility surface, which does not throw exception if local volatility becomes negative <br /></td></tr>
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