garch.hpp

Langue: en

Autres versions - même langue

Version: 378334 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/models/volatility/garch.hpp -

GARCH volatility model.

SYNOPSIS


#include <ql/volatilitymodel.hpp>
#include <vector>

Classes


class Garch11
GARCH volatility model.

Detailed Description

GARCH volatility model.

Author

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