QuantLib_ConstantEstimator man page

ConstantEstimator — Constant-estimator volatility model.


#include <ql/models/volatility/constantestimator.hpp>

Inherits VolatilityCompositor.

Public Member Functions

ConstantEstimator (Size size)

TimeSeries< Volatility > calculate (const TimeSeries< Volatility > &)

void calibrate (const TimeSeries< Volatility > &)

Detailed Description

Constant-estimator volatility model.

Volatilities are assumed to be expressed on an annual basis.


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Referenced By

ConstantEstimator(3) is an alias of QuantLib_ConstantEstimator(3).

QuantLib Version 1.8.1 Fri Sep 23 2016