ql/termstructures/volatilities/blackconstantvol.hpp File Reference
Detailed Description
Black constant volatility, no time dependence, no strike dependence.
#include <ql/voltermstructure.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
Include dependency graph for blackconstantvol.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | BlackConstantVol |
Constant Black volatility, no time-strike dependence. More... |