LocalVolatilityEstimator Class Template Reference
#include <ql/volatilitymodel.hpp>
Inheritance diagram for LocalVolatilityEstimator:

Detailed Description
template<class T>
class QuantLib::LocalVolatilityEstimator< T >
The volatility model classes are of two types. The first
Public Member Functions | |
virtual TimeSeries< Volatility > | calculate (const TimeSeries< T > "eSeries)=0 |