QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | List of all members
LocalVolatilityEstimator< T > Class Template Referenceabstract

#include <volatilitymodel.hpp>

+ Inheritance diagram for LocalVolatilityEstimator< T >:
+ Collaboration diagram for LocalVolatilityEstimator< T >:

Public Member Functions

virtual ~LocalVolatilityEstimator ()=default
 
virtual TimeSeries< Volatilitycalculate (const TimeSeries< T > &quoteSeries)=0
 

Detailed Description

template<class T>
class QuantLib::LocalVolatilityEstimator< T >

Definition at line 34 of file volatilitymodel.hpp.

Constructor & Destructor Documentation

◆ ~LocalVolatilityEstimator()

virtual ~LocalVolatilityEstimator ( )
virtualdefault

Member Function Documentation

◆ calculate()

virtual TimeSeries< Volatility > calculate ( const TimeSeries< T > &  quoteSeries)
pure virtual