constantestimator(3)

QuantLib::ConstantEstimator – Constant-estimator volatility model.

Synopsis

#include <ql/models/volatility/constantestimator.hpp>

Inherits QuantLib::VolatilityCompositor.

Public Member Functions

ConstantEstimator (Size size)

TimeSeries< Volatility > calculate (const TimeSeries< Volatility > &)

void calibrate (const TimeSeries< Volatility > &)

Detailed Description

Constant-estimator volatility model.

Volatilities are assumed to be expressed on an annual basis.

Author

Generated automatically by Doxygen for QuantLib from the source code.