QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Files | |
file | constantestimator.cpp [code] |
file | constantestimator.hpp [code] |
Constant volatility estimator. | |
file | garch.cpp [code] |
file | garch.hpp [code] |
GARCH volatility model. | |
file | garmanklass.hpp [code] |
Volatility estimators using high low data. | |
file | simplelocalestimator.hpp [code] |
Constant volatility estimator. | |