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.