GarmanKlassAbstract Member List

This is the complete list of members for GarmanKlassAbstract, including all inherited members.

calculate(const TimeSeries< IntervalPrice > &quoteSeries) (defined in GarmanKlassAbstract)GarmanKlassAbstract
calculate(const TimeSeries< T > &quoteSeries)=0 (defined in LocalVolatilityEstimator< T >)LocalVolatilityEstimator< T >pure virtual
calculatePoint(const IntervalPrice &p)=0 (defined in GarmanKlassAbstract)GarmanKlassAbstractprotectedpure virtual
GarmanKlassAbstract(Real y) (defined in GarmanKlassAbstract)GarmanKlassAbstract
yearFraction_ (defined in GarmanKlassAbstract)GarmanKlassAbstractprotected
~LocalVolatilityEstimator() (defined in LocalVolatilityEstimator< T >)LocalVolatilityEstimator< T >virtual