org.jquantlib.model.volatility

Class ParkinsonSigma

java.lang.Object

org.jquantlib.model.volatility.GarmanKlassAbstract

org.jquantlib.model.volatility.ParkinsonSigma

All Implemented Interfaces:

LocalVolatilityEstimator<IntervalPrice>

public class ParkinsonSigma
extends GarmanKlassAbstract

Constructor Summary

Constructors

Constructor and Description
ParkinsonSigma(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

ParkinsonSigma

public ParkinsonSigma(double y)