QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
garmanklass.hpp File Reference

Volatility estimators using high low data. More...

#include <ql/volatilitymodel.hpp>
#include <ql/prices.hpp>

Go to the source code of this file.

Classes

class  GarmanKlassAbstract
 Garman-Klass volatility model. More...
 
class  GarmanKlassSimpleSigma
 
class  GarmanKlassOpenClose< T >
 
class  GarmanKlassSigma1
 
class  ParkinsonSigma
 
class  GarmanKlassSigma3
 
class  GarmanKlassSigma4
 
class  GarmanKlassSigma5
 
class  GarmanKlassSigma6
 

Namespaces

namespace  QuantLib
 

Detailed Description

Volatility estimators using high low data.

Definition in file garmanklass.hpp.