- QuantLib
- GarmanKlassAbstract
calculate(const TimeSeries< IntervalPrice > "eSeries) (defined in GarmanKlassAbstract) | GarmanKlassAbstract | |
calculate(const TimeSeries< T > "eSeries)=0 (defined in LocalVolatilityEstimator< T >) | LocalVolatilityEstimator< T > | [pure virtual] |
calculatePoint(const IntervalPrice &p)=0 (defined in GarmanKlassAbstract) | GarmanKlassAbstract | [protected, pure virtual] |
GarmanKlassAbstract(Real y) (defined in GarmanKlassAbstract) | GarmanKlassAbstract | |
yearFraction_ (defined in GarmanKlassAbstract) | GarmanKlassAbstract | [protected] |
~LocalVolatilityEstimator() (defined in LocalVolatilityEstimator< T >) | LocalVolatilityEstimator< T > | [virtual] |