@z6      !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|} ~  ;Quote for the Eurodollar-future implied standard deviation  :Quote for the implied standard deviation of an underlying 4Market element whose value depends on another quote @Market element whose value depends on two other market elements First element Second element Composition function (Market element returning a stored value 'Base type class for market observables !  ! !     ! !"#"#"#"## $Normally distributed generator %&Box-Muller method ''Creates normally distributed generator @Generates a list of normally distributed number using generator $%&'$%%&'%("Generalized Black-Scholes process )*+,-Ornstein-Uhlenbeck process ./012Square-root process 34567 Ito process 89:;Geometric Brownian motion <=>?Path as list of Dots @Dot. t and x pair ABCD1D Stochastic process EFGH9Discretization of stochastic process over given interval IJKLGenerates sample path for given stochastic process under discretization and normal generator for given amount of steps, starting from x0 %()*+,-./0123456789:;<=>?@ABCDEFGHIJKL%()*+,)*+,-./01./01234563456789:89:;<=><=>?@ABCABCDEFGEFGHIJKIJKLM7Euler end-point discretization of stochastic processes NOP-Euler discretization of stochastic processes QRMNOPQRMNONOPQRQRSCurrency specification TUcurrency name, e.g.  U.S. dollar V!ISO 4217 three-letter code, e.g. USD W ISO 4217 numeric code, e.g. 840 X&number of fractionary parts in a unit STUVWXSTUVWXTUVWXY Swiss france Z Czech koruna [ Danish krone \European Euro ]British pound sterling YZ[\]YZ[\]^Canadian dollar _ U.S. dollar ^_^_ STUVWXYZ[\]^_ STUVWXYZ[\]^_`;Composite instrument is an aggregate of other instruments. abInstrument type class cdef`abcdef`aabcdefcdefgSingle stock instrument hijghijghijhij `abcdefghij bcdef`aghijkInterval price lmnopq Call price rstu Price types vwxyz{|klmnopqrstuvwxyz{|u|{zyxwvqsrttklmnopklmnoplmnopqsrttrstu|{zyxwvvwxyz{| }~}~}~}~~  Time series  !Types of Garman-Klass estimators !Garman-Klass interval estimators Simple local estimator $Interval price volatility estimator 0The calculator of volatility for interval price (The estimator of time series of doubles Volatility time series Volatility type  Position types  NAmount of cash. Please, note that currency conversion is not implemented yet. A$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQR/HIJKDEFG@ABC?L;<=>789:23456-./01()*+,PQRMNO&'$%[$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRklmnopqrstuvwxyz{| !"##$%&'())*+,,-./00123456789::;<=>>?@ABBCDEFFGHIIJKLMMNOPQRSTUVWXYYZ[[\]]^_`abcdefghiijklmnoopqrrstuvwxyz{|}~                         8hquantlib-0.0.1.2QuantLib.Options$QuantLib.PricingEngines.BlackFormulaQuantLib.QuotesQuantLib.PricingEnginesQuantLib.StochasticQuantLib.CurrenciesQuantLib.InstrumentsQuantLib.PricesQuantLib.EventQuantLib.TimeSeriesQuantLib.VolatilityModelQuantLib.PositionQuantLib.MoneyQuantLib.Stochastic.RandomQuantLib.Stochastic.ProcessQuantLib.Stochastic.DiscretizeQuantLib.CurrencyQuantLib.Currencies.EuropeQuantLib.Currencies.AmericaQuantLib.Instruments.InstrumentQuantLib.Instruments.StockQuantLib OptionTypePutCalltoInttoDoubleblackFormulaImpliedStdDevEurodollarFutureQuote efqForward efqCallPrice efqPutPrice efqStrikeefqGuessImpliedStdDevQuoteisdqOptionType isdqForward isdqPrice isdqStrike isdqGuess DerivedQuotedqQuotedqDerivateFuncCompositeQuotecqQuote1cqQuote2 cqComposite SimpleQuoteQuoteqValue pureValue PricingEngine peCalculateNormalGenerator ngGetNext BoxMullercreateNormalGenBlackScholesProcess bspRiskFree bspDividend bspBlackVolOrnsteinUhlenbeckProcessoupSpeedoupLeveloupSigmaSquareRootProcesssrpSpeedsrpMeansrpSigma ItoProcessipDriftipDiffGeometricBrowniangbDriftgbDiffPathDotgetTgetXStochasticProcessdriftdiffevolve DiscretizedDriftdDiffdDt generatePathEndEulereeDtEulereDtCurrencycNamecCodecIsoCode cFracsPerUnitchfczkdkkeurgbpcadusdCompositeInstrument InstrumentiNPViErrorEstimateiDate iIsExpiredStocksQuotesDate IntervalPriceipOpenipHighipLowipClose CallPrice CleanPrice DirtyPricecpPrice PriceTypeMidSafeMidEqMidCloseLastAskBid CallabilitycPricecDateCashFlowcfDatecfAmountEventevDate evOccuredevOccuredInclude evCompareevEqual TimeSeriesGarmanKlassPointParkinsonSigmaGarmanKlassSimpleSigma GarmanKlassgkYearFractionSimpleLocalEstimatorsleYearFractionIntervalVolatilityEstimator iveCalculateIntervalPointCalculatoripcCalculatePointDoubleVolatilityEstimator dveCalculateVolatilitySeries VolatilityPositionShortLongMoneymValue mCurrencyblackImpliedStdDevHelpercdf&blackFormulaImpliedStdDevApproximationbmFirst bmSecondValuebmRng getRndListgsl-random-0.4.1GSL.Random.Gen.InternalrngTypemt19937cloneRNGcopyRNGsetStategetStategetSizegetMingetMaxgetName getUniformInt getUniformPos getUniform getSamplesetSeednewRNGRNGRNGType