garmanklass.hpp File Reference

Volatility estimators using high low data. More...

#include <ql/volatilitymodel.hpp>
#include <ql/prices.hpp>
Include dependency graph for garmanklass.hpp:

Classes

class  GarmanKlassAbstract
 Garman-Klass volatility model. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Volatility estimators using high low data.