ql/termstructures/volatilities/localconstantvol.hpp File Reference


Detailed Description

Local constant volatility, no time dependence, no asset dependence.

#include <ql/termstructures/volatilities/blackconstantvol.hpp>

Include dependency graph for localconstantvol.hpp:


Namespaces

namespace  QuantLib

Classes

class  LocalConstantVol
 Constant local volatility, no time-strike dependence. More...