/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2006 Joseph Wang

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

/*! \file constantestimator.hpp

    \brief Constant volatility estimator

*/

#ifndef quantlib_constant_estimator_hpp

#define quantlib_constant_estimator_hpp

#include <ql/volatilitymodel.hpp>

#include <vector>

namespace QuantLib {

    //! Constant-estimator volatility model

    /*! Volatilities are assumed to be expressed on an annual basis.

    */

    class ConstantEstimator : public VolatilityCompositor {

      private:

        Size size_;

      public:

        ConstantEstimator(Size size)

        : size_(size) {}

        TimeSeries<Volatility> calculate(const TimeSeries<Volatility>&) override;

        void calibrate(const TimeSeries<Volatility>&) override {}

    };

}

#endif