A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for ConstantEstimator, including all inherited members.
| calculate(const TimeSeries< Volatility > &) (defined in ConstantEstimator) | ConstantEstimator | |
| calculate(const time_series &volatilitySeries)=0 (defined in VolatilityCompositor) | VolatilityCompositor | pure virtual |
| calibrate(const TimeSeries< Volatility > &) (defined in ConstantEstimator) | ConstantEstimator | |
| calibrate(const time_series &volatilitySeries)=0 (defined in VolatilityCompositor) | VolatilityCompositor | pure virtual |
| ConstantEstimator(Size size) (defined in ConstantEstimator) | ConstantEstimator | |
| time_series typedef (defined in VolatilityCompositor) | VolatilityCompositor | |
| ~VolatilityCompositor() (defined in VolatilityCompositor) | VolatilityCompositor | virtual |