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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Files | |
| file | constantestimator.cpp [code] |
| file | constantestimator.hpp [code] |
| Constant volatility estimator. | |
| file | garch.cpp [code] |
| file | garch.hpp [code] |
| GARCH volatility model. | |
| file | garmanklass.hpp [code] |
| Volatility estimators using high low data. | |
| file | simplelocalestimator.hpp [code] |
| Constant volatility estimator. | |