QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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blackconstantvol.hpp File Reference

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
 

Detailed Description

Black constant volatility, no time dependence, no strike dependence.

Definition in file blackconstantvol.hpp.