QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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GarmanKlassAbstract Member List

This is the complete list of members for GarmanKlassAbstract, including all inherited members.

calculate(const TimeSeries< IntervalPrice > &quoteSeries) override (defined in GarmanKlassAbstract)GarmanKlassAbstract
calculate(const TimeSeries< T > &quoteSeries)=0 (defined in LocalVolatilityEstimator< T >)LocalVolatilityEstimator< T >pure virtual
calculatePoint(const IntervalPrice &p)=0 (defined in GarmanKlassAbstract)GarmanKlassAbstractprotectedpure virtual
GarmanKlassAbstract(Real y) (defined in GarmanKlassAbstract)GarmanKlassAbstractexplicit
yearFraction_ (defined in GarmanKlassAbstract)GarmanKlassAbstractprotected
~LocalVolatilityEstimator()=default (defined in LocalVolatilityEstimator< T >)LocalVolatilityEstimator< T >virtual