
/*
 Copyright (C) 2002, 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email ferdinando@ametrano.net
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
/*! \file vols.hpp
    \brief Volatility functions

    \fullpath
    ql/functions/%vols.hpp
*/

// $Id: vols.hpp,v 1.2.8.1 2002/12/31 18:40:50 nando Exp $

#ifndef quantlib_functions_vols_h
#define quantlib_functions_vols_h

#include <ql/Math/matrix.hpp>
#include <ql/date.hpp>
#include <ql/daycounter.hpp>
#include <vector>

namespace QuantLib {

    namespace Functions {

        double blackVol(const Date& refDate,
                        const DayCounter& dc,
                        const std::vector<Date>& dates,
                        const std::vector<double>& strikes,
                        const Math::Matrix& blackVolSurface,
                        const Date& date1,
                        const Date& date2,
                        double strike,
                        int interpolation2DType,
                        bool allowExtrapolation);

    }

}


#endif
