localconstantvol (3) - Linux Manuals

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

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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