QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <volatilitymodel.hpp>
Public Member Functions | |
virtual | ~LocalVolatilityEstimator ()=default |
virtual TimeSeries< Volatility > | calculate (const TimeSeries< T > "eSeries)=0 |
Definition at line 34 of file volatilitymodel.hpp.
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virtualdefault |
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pure virtual |