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 | explicit
yearFraction_ (defined in GarmanKlassAbstract) | GarmanKlassAbstract | protected
~LocalVolatilityEstimator() (defined in LocalVolatilityEstimator< T >) | LocalVolatilityEstimator< T > | virtual