ConstantEstimator Class Reference

Constant-estimator volatility model. More...

#include <ql/models/volatility/constantestimator.hpp>

Public Member Functions
	ConstantEstimator (Size size)
TimeSeries< Volatility >	calculate (const TimeSeries< Volatility > &) override
void	calibrate (const TimeSeries< Volatility > &) override

Detailed Description

Constant-estimator volatility model.

Volatilities are assumed to be expressed on an annual basis.