ql/termstructures/volatility/equityfx/localconstantvol.hpp File Reference


Detailed Description

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

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

Include dependency graph for localconstantvol.hpp:


Namespaces

namespace  QuantLib

Classes

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