localconstantvol.hpp File Reference

Local constant volatility, no time dependence, no asset dependence. More...

#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	LocalConstantVol
	Constant local volatility, no time-strike dependence. More...

Namespaces
namespace	QuantLib

Detailed Description

Local constant volatility, no time dependence, no asset dependence.

Definition in file localconstantvol.hpp.