QuantLib: SimpleLocalEstimator Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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SimpleLocalEstimator Class Reference

Local-estimator volatility model. More...

`#include <ql/models/volatility/simplelocalestimator.hpp>`

Inherits LocalVolatilityEstimator< T >.

## Public Member Functions
| SimpleLocalEstimator (Real y)
TimeSeries< Volatility > | calculate (const TimeSeries< Real > &quoteSeries)

## Detailed Description

Local-estimator volatility model.

Volatilities are assumed to be expressed on an annual basis.