org.jquantlib.model.volatility

Class GarmanKlassSimpleSigma

java.lang.Object

org.jquantlib.model.volatility.GarmanKlassAbstract

org.jquantlib.model.volatility.GarmanKlassSimpleSigma

All Implemented Interfaces:

LocalVolatilityEstimator<IntervalPrice>

public class GarmanKlassSimpleSigma
extends GarmanKlassAbstract

Volatilities are assumed to be expressed on an annual basis.

Constructor Summary

Constructors

Constructor and Description
GarmanKlassSimpleSigma(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

GarmanKlassSimpleSigma

public GarmanKlassSimpleSigma(double y)