ConstantEstimator Class Reference

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

Inherits VolatilityCompositor.

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< Volatilitycalculate (const TimeSeries< Volatility > &)
void calibrate (const TimeSeries< Volatility > &)