ConstantEstimator Class Reference

#include <ql/VolatilityModels/constantestimator.hpp>

List of all members.


Detailed Description

This class implements a concrete volatility model

Volatilities are assumed to be expressed on an annual basis.


Public Member Functions

 ConstantEstimator (Size size)
TimeSeries< Volatility > calculate (const TimeSeries< Volatility > &)
void calibrate (const TimeSeries< Volatility > &)