blackconstantvol (3) - Linux Manuals

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

Command to display blackconstantvol manual in Linux: $ man 3 blackconstantvol

NAME

ql/termstructures/volatility/equityfx/blackconstantvol.hpp - Black constant volatility, no time dependence, no strike dependence.

SYNOPSIS

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

Classes

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

Detailed Description

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

Author

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