QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Black constant volatility, no time dependence, no strike dependence. More...
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <utility>
Go to the source code of this file.
Classes | |
class | BlackConstantVol |
Constant Black volatility, no time-strike dependence. More... | |
Namespaces | |
namespace | QuantLib |
Black constant volatility, no time dependence, no strike dependence.
Definition in file blackconstantvol.hpp.