org.jquantlib.model.volatility

Class GarmanKlassSigma1

java.lang.Object

org.jquantlib.model.volatility.GarmanKlassOpenClose<GarmanKlassSimpleSigma>

org.jquantlib.model.volatility.GarmanKlassSigma1

All Implemented Interfaces:

LocalVolatilityEstimator<IntervalPrice>

public class GarmanKlassSigma1
extends GarmanKlassOpenClose<GarmanKlassSimpleSigma>

Constructor Summary

Constructors

Constructor and Description
GarmanKlassSigma1(double y, double marketOpenFraction)

Method Summary

Methods inherited from class org.jquantlib.model.volatility.GarmanKlassOpenClose

calculate

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GarmanKlassSigma1

public GarmanKlassSigma1(double y,
                         double marketOpenFraction)