localconstantvol.hpp

Langue: en

Autres versions - même langue

Version: 383610 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/equityfx/localconstantvol.hpp -

Local constant volatility, no time dependence, no asset dependence.

SYNOPSIS


#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>

Classes


class LocalConstantVol
Constant local volatility, no time-strike dependence.

Detailed Description

Local constant volatility, no time dependence, no asset dependence.

Author

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