Class VolatilityCompositor

Hierarchy

VolatilityCompositor
- ConstantEstimator
- Garch11

Index

Properties

_isDisposed

Accessors

isDisposed

Methods

Properties

Private _isDisposed

_isDisposed: boolean = false

Accessors

isDisposed

get isDisposed(): boolean

- Defined in ql/volatilitymodel.ts:36
Returns boolean

Methods

calculate1

calculate1(quoteSeries: TimeSeries<Volatility>): void

- Defined in ql/volatilitymodel.ts:29
Parameters
- quoteSeries: TimeSeries<Volatility>
Returns void

calibrate1

calibrate1(volatilitySeries: TimeSeries<Volatility>): void

- Defined in ql/volatilitymodel.ts:32
Parameters
- volatilitySeries: TimeSeries<Volatility>
Returns void

dispose

dispose(): void

- Defined in ql/volatilitymodel.ts:40
Returns void