ConstantEstimator Class Reference

Constant-estimator volatility model. More...

#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 > &)
Public Member Functions inherited from VolatilityCompositor
virtual TimeSeries< Volatility >	calculate (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.