ql/models/volatility/simplelocalestimator.hpp File Reference
Constant volatility estimator. More...
#include <ql/volatilitymodel.hpp>
#include <map>
Include dependency graph for simplelocalestimator.hpp:

Classes | |
class | SimpleLocalEstimator |
Local-estimator volatility model. More... |
Detailed Description
Constant volatility estimator.