Rechercher une page de manuel
simplelocalestimator.hpp
Langue: en
Version: 380605 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/models/volatility/simplelocalestimator.hpp -Constant volatility estimator.
SYNOPSIS
#include <ql/volatilitymodel.hpp>
#include <map>
Classes
class SimpleLocalEstimator
Local-estimator volatility model.
Detailed Description
Constant volatility estimator.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre