### A free/open-source library for quantitative finance

GarmanKlassAbstract Member List
This is the complete list of members for GarmanKlassAbstract, including all inherited members.

calculate(const TimeSeries< IntervalPrice > &quoteSeries) (defined in GarmanKlassAbstract) | GarmanKlassAbstract |
calculate(const TimeSeries< T > &quoteSeries)=0 (defined in LocalVolatilityEstimator< T >) | LocalVolatilityEstimator< T > | `[pure virtual]`
calculatePoint(const IntervalPrice &p)=0 (defined in GarmanKlassAbstract) | GarmanKlassAbstract | `[protected, pure virtual]`
GarmanKlassAbstract(Real y) (defined in GarmanKlassAbstract) | GarmanKlassAbstract |
yearFraction_ (defined in GarmanKlassAbstract) | GarmanKlassAbstract | `[protected]`
~LocalVolatilityEstimator() (defined in LocalVolatilityEstimator< T >) | LocalVolatilityEstimator< T > | `[virtual]`