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


Detailed Description

Black constant volatility, no time dependence, no strike dependence.

#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>

Include dependency graph for blackconstantvol.hpp:


Namespaces

namespace  QuantLib

Classes

class  BlackConstantVol
 Constant Black volatility, no time-strike dependence. More...