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... |