Class GarmanKlassOpenClose
Constructors
constructor
Defined in ql/models/volatility/garmanklass.ts:67
Parameters
Properties
T
Defined in ql/models/volatility/garmanklass.ts:94
Protected _a
Defined in ql/models/volatility/garmanklass.ts:98
Protected _f
Defined in ql/models/volatility/garmanklass.ts:97
Protected _yearFraction
Defined in ql/models/volatility/garmanklass.ts:96
Methods
calculate1
Defined in ql/models/volatility/garmanklass.ts:75
Parameters
Legend
Module Object literal Variable Function Function with type parameter Index signature Type alias Type alias with type parameter
Enumeration Enumeration member Property Method
Interface Interface with type parameter Constructor Property Method Index signature
Class Class with type parameter Constructor Property Method Accessor Index signature
Inherited constructor Inherited property Inherited method Inherited accessor
Protected property Protected method Protected accessor
Private property Private method Private accessor
Static property Static method
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.