QuantLib: ql/models/volatility Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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volatility Directory Reference

## Files
file | constantestimator.hpp
| Constant volatility estimator.
file | garch.hpp
| GARCH volatility model.
file | garmanklass.hpp
| Volatility estimators using high low data.
file | simplelocalestimator.hpp
| Constant volatility estimator.