BlackConstantVol Class Reference#include <ql/Volatilities/blackconstantvol.hpp>
Inheritance diagram for BlackConstantVol:
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Detailed Description
Constant Black volatility, no time-strike dependence.
This class implements the BlackVolatilityTermStructure interface for a constant Black volatility (no time/strike dependence).
Member Function Documentation
void update |
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This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer. |
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