Constant-estimator volatility model. More...
#include <ql/models/volatility/constantestimator.hpp>
Inherits VolatilityCompositor.
Public Member Functions | |
ConstantEstimator (Size size) | |
TimeSeries< Volatility > | calculate (const TimeSeries< Volatility > &) |
void | calibrate (const TimeSeries< Volatility > &) |
![]() | |
virtual time_series | calculate (const time_series &volatilitySeries)=0 |
virtual void | calibrate (const time_series &volatilitySeries)=0 |
Additional Inherited Members | |
![]() | |
typedef TimeSeries< Volatility > | time_series |
Constant-estimator volatility model.
Volatilities are assumed to be expressed on an annual basis.