A free/open-source library for quantitative finance
Reference manual - version 1.20
ql
models
volatility
volatility Directory Reference
Files
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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