QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <volatilitymodel.hpp>
Public Types | |
typedef TimeSeries< Volatility > | time_series |
Public Member Functions | |
virtual | ~VolatilityCompositor ()=default |
virtual time_series | calculate (const time_series &volatilitySeries)=0 |
virtual void | calibrate (const time_series &volatilitySeries)=0 |
Definition at line 41 of file volatilitymodel.hpp.
typedef TimeSeries<Volatility> time_series |
Definition at line 43 of file volatilitymodel.hpp.
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virtualdefault |
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pure virtual |
Implemented in Garch11.
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pure virtual |
Implemented in Garch11.