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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for GarmanKlassSigma1, including all inherited members.
| a_ | GarmanKlassOpenClose< GarmanKlassSimpleSigma > | protected |
| calculate(const TimeSeries< IntervalPrice > "eSeries) override | GarmanKlassOpenClose< GarmanKlassSimpleSigma > | virtual |
| calculatePoint(const IntervalPrice &p) override | GarmanKlassSimpleSigma | protectedvirtual |
| f_ | GarmanKlassOpenClose< GarmanKlassSimpleSigma > | protected |
| GarmanKlassAbstract(Real y) | GarmanKlassAbstract | explicit |
| GarmanKlassOpenClose(Real y, Real marketOpenFraction, Real a) | GarmanKlassOpenClose< GarmanKlassSimpleSigma > | |
| GarmanKlassSigma1(Real y, Real marketOpenFraction) | GarmanKlassSigma1 | |
| GarmanKlassSimpleSigma(Real y) | GarmanKlassSimpleSigma | |
| yearFraction_ | GarmanKlassAbstract | protected |
| ~LocalVolatilityEstimator()=default | LocalVolatilityEstimator< IntervalPrice > | virtual |