blackconstantvol.hpp File Reference

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

Include dependency graph for blackconstantvol.hpp:

Classes

class  BlackConstantVol
 Constant Black volatility, no time-strike dependence. More...
 

Namespaces

 QuantLib
 

Detailed Description

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