QuantLib: ql/models/volatility/garmanklass.hpp File Reference

### A free/open-source library for quantitative finance

# ql/models/volatility/garmanklass.hpp File Reference

## Detailed Description

Volatility estimators using high low data.

`#include <ql/volatilitymodel.hpp>`
`#include <ql/prices.hpp>`

Include dependency graph for garmanklass.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | GarmanKlassAbstract
| Garman-Klass volatility model. More...