QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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GarmanKlassOpenClose< T > Member List

This is the complete list of members for GarmanKlassOpenClose< T >, including all inherited members.

a_GarmanKlassOpenClose< T >protected
calculate(const TimeSeries< IntervalPrice > &quoteSeries) overrideGarmanKlassOpenClose< T >
f_GarmanKlassOpenClose< T >protected
GarmanKlassOpenClose(Real y, Real marketOpenFraction, Real a)GarmanKlassOpenClose< T >