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<h1>ql/termstructures/volatility/equityfx/localvolcurve.hpp File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
Local volatility curve derived from a Black curve.
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<code>#include <<a class="el" href="blackvariancecurve_8hpp.html">ql/termstructures/volatility/equityfx/blackvariancecurve.hpp</a>></code><br>
<code>#include <<a class="el" href="localvoltermstructure_8hpp.html">ql/termstructures/volatility/equityfx/localvoltermstructure.hpp</a>></code><br>
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<area shape="rect" href="blackvariancecurve_8hpp.html" title="Black volatility curve modelled as variance curve." alt="" coords="5,84,408,111"><area shape="rect" href="localvoltermstructure_8hpp.html" title="Local volatility term structure base class." alt="" coords="432,84,848,111"></map>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">Local volatility curve derived from a Black curve. <a href="class_quant_lib_1_1_local_vol_curve.html#_details">More...</a><br></td></tr>
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