Package org.jquantlib.model.volatility

Interface Summary

Interface	Description
LocalVolatilityEstimator<V>	Volatility term structures
VolatilityCompositor

Class Summary

Class	Description
ConstantEstimator	Constant-estimator volatility model
Garch11	GARCH Volatility Model
GarmanKlassAbstract	Garman-Klass volatility model
GarmanKlassOpenClose<T extends GarmanKlassAbstract>	This template factors out common functionality found in classes which rely on the difference between the previous day's close price and today's open price.
GarmanKlassSigma1
GarmanKlassSigma3
GarmanKlassSigma4
GarmanKlassSigma5
GarmanKlassSigma6
GarmanKlassSimpleSigma	Volatilities are assumed to be expressed on an annual basis.
ParkinsonSigma
SimpleLocalEstimator	Simple Local Estimator volatility model