ConstantEstimator (3) Linux Manual Page
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.