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garmanklass.hpp
Langue: en
Version: 381922 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/models/volatility/garmanklass.hpp -Volatility estimators using high low data.
SYNOPSIS
#include <ql/volatilitymodel.hpp>
#include <ql/prices.hpp>
Classes
class GarmanKlassAbstract
Garman-Klass volatility model.
Detailed Description
Volatility estimators using high low data.
Author
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