garmanklass.hpp

Langue: en

Autres versions - même langue

Version: 168585 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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