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quantlib.js
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"ql/volatilitymodel"
LocalVolatilityEstimator
Class LocalVolatilityEstimator<T>
Type parameters
T
Hierarchy
LocalVolatilityEstimator
GarmanKlassAbstract
SimpleLocalEstimator
Index
Properties
_is
Disposed
Accessors
is
Disposed
Methods
calculate1
dispose
Properties
Private
_is
Disposed
_is
Disposed
:
boolean
= false
Accessors
is
Disposed
get
isDisposed
(
)
:
boolean
Returns
boolean
Methods
calculate1
calculate1
(
quoteSeries
:
TimeSeries
<
T
>
)
:
void
Parameters
quoteSeries:
TimeSeries
<
T
>
Returns
void
dispose
dispose
(
)
:
void
Returns
void
Globals
"ql/volatilitymodel"
Local
Volatility
Estimator
_is
Disposed
is
Disposed
calculate1
dispose
Volatility
Compositor