QuantLib: ql/termstructures/volatility/equityfx/blackconstantvol.hpp File Reference

### A free/open-source library for quantitative finance

# ql/termstructures/volatility/equityfx/blackconstantvol.hpp File Reference

## Detailed Description

Black constant volatility, no time dependence, no strike dependence.

`#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>`
`#include <ql/quotes/simplequote.hpp>`
`#include <ql/time/daycounters/actual365fixed.hpp>`

Include dependency graph for blackconstantvol.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | BlackConstantVol
| Constant Black volatility, no time-strike dependence. More...