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blackconstantvol.hpp
Langue: en
Version: 378108 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/volatility/equityfx/blackconstantvol.hpp -Black constant volatility, no time dependence, no strike dependence.
SYNOPSIS
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
Classes
class BlackConstantVol
Constant Black volatility, no time-strike dependence.
Detailed Description
Black constant volatility, no time dependence, no strike dependence.
Author
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