ConstantEstimator Class Reference

#include <ql/models/volatility/constantestimator.hpp>

List of all members.


Detailed Description

Constant-estimator 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 > &)