GarmanKlassOpenClose< T > Class Template Reference

#include <garmanklass.hpp>

Inheritance diagram for GarmanKlassOpenClose< T >:

Collaboration diagram for GarmanKlassOpenClose< T >:

Public Member Functions
	GarmanKlassOpenClose (Real y, Real marketOpenFraction, Real a)
TimeSeries< Volatility >	calculate (const TimeSeries< IntervalPrice > &quoteSeries) override

Protected Attributes
Real	f_
Real	a_

Detailed Description

template<class T>
class QuantLib::GarmanKlassOpenClose< T >

Definition at line 78 of file garmanklass.hpp.

Constructor & Destructor Documentation

GarmanKlassOpenClose()

GarmanKlassOpenClose	(	Real	y,
		Real	marketOpenFraction,
		Real	a
	)

Definition at line 83 of file garmanklass.hpp.

Member Function Documentation

calculate()

TimeSeries< Volatility > calculate ( const TimeSeries< IntervalPrice > &  quoteSeries )

override

Definition at line 86 of file garmanklass.hpp.

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Member Data Documentation

f_

Real f_

protected

Definition at line 80 of file garmanklass.hpp.

a_

Real a_

protected

Definition at line 81 of file garmanklass.hpp.