ConstantEstimator Class Reference
#include <ql/VolatilityModels/constantestimator.hpp>
Detailed Description
This class implements a concrete volatility modelVolatilities 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 > &) |