org.jquantlib.model.volatility

Class GarmanKlassSigma5

java.lang.Object

org.jquantlib.model.volatility.GarmanKlassAbstract

org.jquantlib.model.volatility.GarmanKlassSigma5

All Implemented Interfaces:

LocalVolatilityEstimator<IntervalPrice>

public class GarmanKlassSigma5
extends GarmanKlassAbstract

Constructor Summary

Constructors

Constructor and Description
GarmanKlassSigma5(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

GarmanKlassSigma5

public GarmanKlassSigma5(double y)