LocalConstantVol Class Reference#include <ql/Volatilities/localconstantvol.hpp>
Inheritance diagram for LocalConstantVol:
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Detailed Description
Constant local volatility, no time-strike dependence.
This class implements the LocalVolatilityTermStructure interface for a constant local volatility (no time/asset dependence). Local volatility and Black volatility are the same when volatility is at most time dependent, so this class is basically a proxy for BlackVolatilityTermStructure.
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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