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