org.jquantlib.model.volatility

Class GarmanKlassSigma4

java.lang.Object

org.jquantlib.model.volatility.GarmanKlassAbstract

org.jquantlib.model.volatility.GarmanKlassSigma4

All Implemented Interfaces:

LocalVolatilityEstimator<IntervalPrice>

public class GarmanKlassSigma4
extends GarmanKlassAbstract

Constructor Summary

Constructors

Constructor and Description
GarmanKlassSigma4(double y)

Method Summary

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

calculate, getYearFraction

Methods inherited from class java.lang.Object

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

Constructor Detail

GarmanKlassSigma4

public GarmanKlassSigma4(double y)