Re: [Quantlib-users] Use of TimeSeries

[colman <col...@gm...>]

aha, ok no problem.  

I would like to put into text where about I am, as it may help make things
clearer!
My goal is, to use my collection of intra-day values to set a parameter such
as volatility.

As I understand, the stock values of the day are observables which are set
in the observer (an  instrument).
These methods in the instrument class seem very interesting:
setPricingEngine
setupArguments 

The VanillaOption, is a base class for such instruments.   

I expect to find/use an object like vector<real>, which can be used to store
my observables and used in the instruments calculate method.

Does this sound reasonable?  




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