QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <garmanklass.hpp>
Public Member Functions | |
GarmanKlassOpenClose (Real y, Real marketOpenFraction, Real a) | |
TimeSeries< Volatility > | calculate (const TimeSeries< IntervalPrice > "eSeries) override |
Protected Attributes | |
Real | f_ |
Real | a_ |
Definition at line 78 of file garmanklass.hpp.
GarmanKlassOpenClose | ( | Real | y, |
Real | marketOpenFraction, | ||
Real | a | ||
) |
Definition at line 83 of file garmanklass.hpp.
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override |
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protected |
Definition at line 80 of file garmanklass.hpp.
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protected |
Definition at line 81 of file garmanklass.hpp.