GARCH11 Class Reference

Inheritance diagram for GARCH11:

List of all members.

Public Member Functions
double	euler_inc (double dt) const
Private Attributes
double	alpha
double	beta
double	omega

---

Member Function Documentation

double GARCH11::euler_inc

(

double

dt

)

const [inline, virtual]

Reimplemented from SV_Model.

---

Member Data Documentation

double GARCH11::alpha [private]

double GARCH11::beta [private]

double GARCH11::omega [private]

---

The documentation for this class was generated from the following file:

• src/SV_Models/sv_models.cpp