GarmanKlassSigma4 Class Reference

#include <garmanklass.hpp>

Inheritance diagram for GarmanKlassSigma4:

Collaboration diagram for GarmanKlassSigma4:

Public Member Functions
	GarmanKlassSigma4 (Real y)
Public Member Functions inherited from GarmanKlassAbstract
	GarmanKlassAbstract (Real y)
TimeSeries< Volatility >	calculate (const TimeSeries< IntervalPrice > &quoteSeries) override
Public Member Functions inherited from LocalVolatilityEstimator< IntervalPrice >
virtual	~LocalVolatilityEstimator ()=default
virtual TimeSeries< Volatility >	calculate (const TimeSeries< IntervalPrice > &quoteSeries)=0

Protected Member Functions
Real	calculatePoint (const IntervalPrice &p) override
virtual Real	calculatePoint (const IntervalPrice &p)=0

Additional Inherited Members
Protected Attributes inherited from GarmanKlassAbstract
Real	yearFraction_

Detailed Description

Definition at line 142 of file garmanklass.hpp.

Constructor & Destructor Documentation

GarmanKlassSigma4()

GarmanKlassSigma4

(

Real

y

)

Definition at line 145 of file garmanklass.hpp.

Member Function Documentation

calculatePoint()

Real calculatePoint ( const IntervalPrice &  p )

overrideprotectedvirtual

Implements GarmanKlassAbstract.

Definition at line 148 of file garmanklass.hpp.

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