QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel Member List

This is the complete list of members for QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel, including all inherited members.

GetHistoryRequirements(Security security, DateTime utcTime)	QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel	virtual
QuantConnect::Securities::Volatility::BaseVolatilityModel.GetHistoryRequirements(Security security, DateTime utcTime, Resolution? resolution, int barCount)	QuantConnect.Securities.Volatility.BaseVolatilityModel
SetSubscriptionDataConfigProvider(ISubscriptionDataConfigProvider subscriptionDataConfigProvider)	QuantConnect.Securities.Volatility.BaseVolatilityModel	virtual
StandardDeviationOfReturnsVolatilityModel(int periods, Resolution? resolution=null, TimeSpan? updateFrequency=null)	QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel
StandardDeviationOfReturnsVolatilityModel(Resolution resolution, TimeSpan? updateFrequency=null)	QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel
SubscriptionDataConfigProvider	QuantConnect.Securities.Volatility.BaseVolatilityModel	protected
Update(Security security, BaseData data)	QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel	virtual
Volatility	QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel