# QuantLib_GarmanKlassAbstract man page

GarmanKlassAbstract — Garman-Klass volatility model.

## Synopsis

`#include <ql/models/volatility/garmanklass.hpp>`

Inherits LocalVolatilityEstimator< T >.

Inherited by GarmanKlassSigma4, GarmanKlassSigma5, GarmanKlassSimpleSigma, and ParkinsonSigma.

### Public Member Functions

**GarmanKlassAbstract** (**Real** y)**TimeSeries**< **Volatility** > **calculate** (const **TimeSeries**< **IntervalPrice** > "eSeries)

### Protected Member Functions

virtual **Real calculatePoint** (const **IntervalPrice** &p)=0

### Protected Attributes

**Real yearFraction_**

## Detailed Description

Garman-Klass volatility model.

This class implements a concrete volatility model based on high low formulas using the method of Garman and Klass in their paper 'On the Estimation of the Security Price from Historical Data' at http://www.fea.com/resources/pdf/a_estimation_of_security_price.pdf

Volatilities are assumed to be expressed on an annual basis.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

calculatePoint(3), GarmanKlassAbstract(3) and yearFraction_(3) are aliases of QuantLib_GarmanKlassAbstract(3).