Trading System API  3.0
Library for Simulating and Deploying Trading and Investment Strategies
tsa::functor::variance Class Reference

Functor for calculating the population standard deviation of all values in a series over a given period. More...

#include <TSAFunctors.h>

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

Public Member Functions

const parent & operator() (const series< double > &_ser, size_t _period)
 

Detailed Description

Functor for calculating the population standard deviation of all values in a series over a given period.