blackconstantvol.hpp File Reference

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

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

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

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

Definition in file blackconstantvol.hpp.