simplelocalestimator.hpp File Reference

Constant volatility estimator. More...

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

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Classes
class	SimpleLocalEstimator
	Local-estimator volatility model. More...

Namespaces
namespace	QuantLib

Detailed Description

Constant volatility estimator.

Definition in file simplelocalestimator.hpp.