tsa::functor::volatility Class Reference

Functor for calculating Volatitity over a given period. More...

#include <TSAFunctors.h>

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

Public Member Functions
const parent &	operator() (const series< double > &_data, size_t _period, size_t _numberOfIntervalsInYear)

Detailed Description

Functor for calculating Volatitity over a given period.