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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for GarmanKlassAbstract, including all inherited members.
| calculate(const TimeSeries< IntervalPrice > "eSeries) override (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 | protectedpure virtual |
| GarmanKlassAbstract(Real y) (defined in GarmanKlassAbstract) | GarmanKlassAbstract | explicit |
| yearFraction_ (defined in GarmanKlassAbstract) | GarmanKlassAbstract | protected |
| ~LocalVolatilityEstimator()=default (defined in LocalVolatilityEstimator< T >) | LocalVolatilityEstimator< T > | virtual |