simplelocalestimator.hpp File Reference

Constant volatility estimator. More...

#include <ql/volatilitymodel.hpp>
#include <map>
Include dependency graph for simplelocalestimator.hpp:

Classes

class  SimpleLocalEstimator
 Local-estimator volatility model. More...
 

Namespaces

 QuantLib
 

Detailed Description

Constant volatility estimator.