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