LocalVolatilityEstimator Class Template Reference

#include <ql/volatilitymodel.hpp>

Inheritance diagram for LocalVolatilityEstimator:

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Detailed Description

template<class T>
class QuantLib::LocalVolatilityEstimator< T >

The volatility model classes are of two types. The first


Public Member Functions

virtual TimeSeries< Volatilitycalculate (const TimeSeries< T > &quoteSeries)=0