GARCH volatility model. More...
#include <ql/volatilitymodel.hpp>
#include <ql/math/optimization/problem.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <vector>
Classes | |
class | Garch11 |
GARCH volatility model. More... | |
Namespaces | |
QuantLib | |
GARCH volatility model.