tsa::functor::VQI Class Reference

Volatility Quality Index (VQI). Functor for calculating VQI over a given period. More...

#include <TSAFunctors2.h>

Inherits tsa::functor::parent< T >.

Public Member Functions
parent< double > &	operator() (series< double > &_op, series< double > &_hi, series< double > &_lo, series< double > &_cl, size_t _shortma_period=9, size_t _longma_period=200)

Detailed Description

Volatility Quality Index (VQI). Functor for calculating VQI over a given period.