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blackconstantvol.hpp File Reference


Detailed Description

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

Definition in file blackconstantvol.hpp.

#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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