simplelocalestimator.hpp

Langue: en

Autres versions - même langue

Version: 380605 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/models/volatility/simplelocalestimator.hpp -

Constant volatility estimator.

SYNOPSIS


#include <ql/volatilitymodel.hpp>
#include <map>

Classes


class SimpleLocalEstimator
Local-estimator volatility model.

Detailed Description

Constant volatility estimator.

Author

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