LocalVolatilityEstimator< T > Class Template Reference

#include <volatilitymodel.hpp>

Inheritance diagram for LocalVolatilityEstimator< T >:

Collaboration diagram for LocalVolatilityEstimator< T >:

Public Member Functions
virtual	~LocalVolatilityEstimator ()=default
virtual TimeSeries< Volatility >	calculate (const TimeSeries< T > &quoteSeries)=0

Detailed Description

template<class T>
class QuantLib::LocalVolatilityEstimator< T >

Definition at line 34 of file volatilitymodel.hpp.

Constructor & Destructor Documentation

~LocalVolatilityEstimator()

virtual ~LocalVolatilityEstimator ( )

virtualdefault

Member Function Documentation

calculate()

virtual TimeSeries< Volatility > calculate ( const TimeSeries< T > &  quoteSeries )

pure virtual

Implemented in GarmanKlassAbstract, GarmanKlassOpenClose< GarmanKlassSimpleSigma >, GarmanKlassOpenClose< ParkinsonSigma >, GarmanKlassOpenClose< GarmanKlassSigma4 >, and SimpleLocalEstimator.