18 lines
423 B
C++
18 lines
423 B
C++
//
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// Created by David Doebel on 07.03.2026.
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//
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#ifndef QUANTENGINE_FLATVOLATILITYSURFACE_HPP
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#define QUANTENGINE_FLATVOLATILITYSURFACE_HPP
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#include "VolatilitySurface.hpp"
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class FlatVolatilitySurface : public VolatilitySurface {
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public:
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explicit FlatVolatilitySurface(double sigma = 0.2) : sigma_(sigma) {}
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double sigma(double K, double T) const override {return sigma_;}
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private:
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double sigma_;
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};
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#endif
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