blackconstantvol.hpp

Langue: en

Autres versions - même langue

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

Generated automatically by Doxygen for QuantLib from the source code.