SimpleLocalEstimator Class Reference

#include <ql/VolatilityModels/simplelocalestimator.hpp>

Inheritance diagram for SimpleLocalEstimator:

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Detailed Description

This class implements a concrete volatility model

Volatilities are assumed to be expressed on an annual basis.


Public Member Functions

 SimpleLocalEstimator (Real y)
TimeSeries< Volatilitycalculate (const TimeSeries< Real > &quoteSeries)