ql/termstructures/volatility/equityfx/blackconstantvol.hpp File Reference
Black constant volatility, no time dependence, no strike dependence. More...
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
Include dependency graph for blackconstantvol.hpp:

Classes | |
| class | BlackConstantVol |
| Constant Black volatility, no time-strike dependence. More... | |
Detailed Description
Black constant volatility, no time dependence, no strike dependence.