QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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volatility Directory Reference

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.