ConstantEstimator Class Reference

Constant-estimator volatility model. More...

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

Inherits VolatilityCompositor.

Public Member Functions

 ConstantEstimator (Size size)
 
TimeSeries< Volatilitycalculate (const TimeSeries< Volatility > &)
 
void calibrate (const TimeSeries< Volatility > &)
 
- Public Member Functions inherited from VolatilityCompositor
virtual TimeSeries< Volatilitycalculate (const TimeSeries< Volatility > &volatilitySeries)=0
 
virtual void calibrate (const TimeSeries< Volatility > &volatilitySeries)=0
 

Detailed Description

Constant-estimator volatility model.

Volatilities are assumed to be expressed on an annual basis.