ConstantEstimator Class Reference
#include <ql/models/volatility/constantestimator.hpp>
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 > &) |