ql/termstructures/volatility/equityfx/localconstantvol.hpp File Reference

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

#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>
Include dependency graph for localconstantvol.hpp:

Classes

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

Detailed Description

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