A free/open-source library for quantitative finance
Reference manual - version 1.5
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ql
models
volatility
volatility Directory Reference
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file
constantestimator.hpp
Constant volatility estimator.
file
garch.hpp
GARCH volatility model.
file
garmanklass.hpp
Volatility estimators using high low data.
file
simplelocalestimator.hpp
Constant volatility estimator.
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