org.jquantlib.model.volatility

Interface LocalVolatilityEstimator<V>

Type Parameters:

V -

All Known Implementing Classes:

GarmanKlassAbstract, GarmanKlassOpenClose, GarmanKlassSigma1, GarmanKlassSigma3, GarmanKlassSigma4, GarmanKlassSigma5, GarmanKlassSigma6, GarmanKlassSimpleSigma, ParkinsonSigma

public interface LocalVolatilityEstimator<V>

Volatility term structures

Method Summary

Modifier and Type	Method and Description
TimeSeries<java.lang.Double>	calculate(TimeSeries<V> quoteSeries)

Method Detail

calculate

TimeSeries<java.lang.Double> calculate(TimeSeries<V> quoteSeries)