#include <ql/volatilitymodel.hpp>
Inheritance diagram for VolatilityCompositor:
Collaboration diagram for VolatilityCompositor:
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 |
Detailed Description
Definition at line 41 of file volatilitymodel.hpp.
Member Typedef Documentation
◆ time_series
| typedef TimeSeries<Volatility> time_series |
Definition at line 43 of file volatilitymodel.hpp.
Constructor & Destructor Documentation
◆ ~VolatilityCompositor()
|
virtualdefault |
Member Function Documentation
◆ calculate()
|
pure virtual |
Implemented in Garch11.
◆ calibrate()
|
pure virtual |
Implemented in Garch11.