LocalConstantVol (3) Linux Manual Page
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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