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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 ConstantEstimator, including all inherited members.
| calculate(const TimeSeries< Volatility > &) override | ConstantEstimator | |
| QuantLib::VolatilityCompositor::calculate(const time_series &volatilitySeries)=0 | VolatilityCompositor | pure virtual |
| calibrate(const TimeSeries< Volatility > &) override | ConstantEstimator | |
| QuantLib::VolatilityCompositor::calibrate(const time_series &volatilitySeries)=0 | VolatilityCompositor | pure virtual |
| ConstantEstimator(Size size) | ConstantEstimator | |
| size_ | ConstantEstimator | private |
| time_series typedef | VolatilityCompositor | |
| ~VolatilityCompositor()=default | VolatilityCompositor | virtual |
