ql/models/volatility/garmanklass.hpp File Reference


Detailed Description

Volatility estimators using high low data.

#include <ql/volatilitymodel.hpp>
#include <ql/prices.hpp>

Include dependency graph for garmanklass.hpp:


Namespaces

namespace  QuantLib

Classes

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