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LocalConstantVol Class Reference#include <localconstantvol.hpp>
Inheritance diagram for LocalConstantVol: ![]() Detailed DescriptionConstant local volatility, no time-strike dependence.This class implements the LocalVolatilityTermStructure interface for a constant local volatility (no time/asset dependence). Local volatility and Black volatility are the same when volatility is at most time dependent, so this class is basically a proxy for BlackVolatilityTermStructure.
Member Function Documentation
The documentation for this class was generated from the following file:
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