From: colman <col...@gm...> - 2013-02-05 15:56:37
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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? -- View this message in context: http://quantlib.10058.n7.nabble.com/Use-of-TimeSeries-tp13815p14000.html Sent from the quantlib-users mailing list archive at Nabble.com. |