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garch.hpp
Langue: en
Version: 378334 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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