Local constant volatility, no time dependence, no asset dependence. More...
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>
Classes | |
| class | LocalConstantVol |
| Constant local volatility, no time-strike dependence. More... | |
Local constant volatility, no time dependence, no asset dependence.