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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_garman_klass_abstract.html">GarmanKlassAbstract</a></div>
<h1>GarmanKlassAbstract Class Reference</h1><!-- doxytag: class="QuantLib::GarmanKlassAbstract" --><!-- doxytag: inherits="QuantLib::LocalVolatilityEstimator" --><code>#include <ql/VolatilityModels/garmanklass.hpp></code>
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Inheritance diagram for GarmanKlassAbstract:<p><center><img src="class_quant_lib_1_1_garman_klass_abstract__inherit__graph.png" border="0" usemap="#_garman_klass_abstract__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_garman_klass_abstract-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
This class implements a concrete volatility model based on high low formulas using the method of Garman and Klass in their paper "On the Estimation of the Security Price from Historical Data" at <a href="http://www.fea.com/resources/pdf/a_estimation_of_security_price.pdf">http://www.fea.com/resources/pdf/a_estimation_of_security_price.pdf</a><p>
Volatilities are assumed to be expressed on an annual basis.
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5920315fa0f5007e061d9c4c06a0b2b"></a><!-- doxytag: member="QuantLib::GarmanKlassAbstract::GarmanKlassAbstract" ref="d5920315fa0f5007e061d9c4c06a0b2b" args="(Real y)" -->
</td><td class="memItemRight" valign="bottom"><b>GarmanKlassAbstract</b> (Real y)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c12250c552c5a225fa1dd5c60be8426"></a><!-- doxytag: member="QuantLib::GarmanKlassAbstract::calculate" ref="8c12250c552c5a225fa1dd5c60be8426" args="(const TimeSeries< IntervalPrice > &quoteSeries)" -->
<a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>< <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > </td><td class="memItemRight" valign="bottom"><b>calculate</b> (const <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>< <a class="el" href="class_quant_lib_1_1_interval_price.html">IntervalPrice</a> > &quoteSeries)</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="989d2a31c7afcc945ac1425c730345d4"></a><!-- doxytag: member="QuantLib::GarmanKlassAbstract::calculatePoint" ref="989d2a31c7afcc945ac1425c730345d4" args="(const IntervalPrice &p)=0" -->
virtual Real </td><td class="memItemRight" valign="bottom"><b>calculatePoint</b> (const <a class="el" href="class_quant_lib_1_1_interval_price.html">IntervalPrice</a> &p)=0</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="685ec69bc8fa930e820390e5d34b06f1"></a><!-- doxytag: member="QuantLib::GarmanKlassAbstract::yearFraction_" ref="685ec69bc8fa930e820390e5d34b06f1" args="" -->
Real </td><td class="memItemRight" valign="bottom"><b>yearFraction_</b></td></tr>
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