Inherits VolatilityCompositor.
|  | 
| void | calibrate (const time_series "eSeries, OptimizationMethod &method, const EndCriteria &endCriteria) | 
|  | 
| void | calibrate (const time_series "eSeries, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess) | 
|  | 
| template<typename ForwardIterator > | 
| void | calibrate (ForwardIterator begin, ForwardIterator end) | 
|  | 
| template<typename ForwardIterator > | 
| void | calibrate (ForwardIterator begin, ForwardIterator end, OptimizationMethod &method, EndCriteria endCriteria) | 
|  | 
| template<typename ForwardIterator > | 
| void | calibrate (ForwardIterator begin, ForwardIterator end, OptimizationMethod &method, EndCriteria endCriteria, const Array &initialGuess) | 
|  | 
| Real | forecast (Real r, Real sigma2) const | 
|  | 
| static time_series | calculate (const time_series "eSeries, Real alpha, Real beta, Real omega) | 
|  | 
| template<typename InputIterator > | 
| static Real | to_r2 (InputIterator begin, InputIterator end, std::vector< Volatility > &r2) | 
|  | 
| static boost::shared_ptr< Problem > | calibrate_r2 (Mode mode, const std::vector< Volatility > &r2, Real mean_r2, Real &alpha, Real &beta, Real &omega) | 
|  | 
| static boost::shared_ptr< Problem > | calibrate_r2 (Mode mode, const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, const EndCriteria &endCriteria, Real &alpha, Real &beta, Real &omega) | 
|  | 
| static boost::shared_ptr< Problem > | calibrate_r2 (const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega) | 
|  | 
| static boost::shared_ptr< Problem > | calibrate_r2 (const std::vector< Volatility > &r2, OptimizationMethod &method, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega) | 
|  | 
| static boost::shared_ptr< Problem > | calibrate_r2 (const std::vector< Volatility > &r2, Real mean_r2, OptimizationMethod &method, Constraint &constraints, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega) | 
|  | 
| static boost::shared_ptr< Problem > | calibrate_r2 (const std::vector< Volatility > &r2, OptimizationMethod &method, Constraint &constraints, const EndCriteria &endCriteria, const Array &initialGuess, Real &alpha, Real &beta, Real &omega) | 
|  | 
| template<class InputIterator > | 
| static Real | costFunction (InputIterator begin, InputIterator end, Real alpha, Real beta, Real omega) | 
|  | 
GARCH volatility model. 
Volatilities are assumed to be expressed on an annual basis.