SimpleLocalEstimator Class Reference
#include <ql/VolatilityModels/simplelocalestimator.hpp>
Inheritance diagram for SimpleLocalEstimator:

Detailed Description
This class implements a concrete volatility modelVolatilities are assumed to be expressed on an annual basis.
Public Member Functions | |
SimpleLocalEstimator (Real y) | |
TimeSeries< Volatility > | calculate (const TimeSeries< Real > "eSeries) |