// get default historical volatility for specified duration [in years] public double GetHistoricalVolatility(string ticker, double duration) { // get historical data ArrayList list = GetHistoricalData(ticker, DateTime.Now.AddDays(-duration * 365), DateTime.Now); // calculate historical value return(100.0 * HistoryVolatility.HighLowParkinson(list)); }
// get default historical volatility for specified duration [in years] public double GetHistoricalVolatility(string ticker, double duration) { Symbol.Type type = Symbol.Type.Unknown; ticker = Symbol.CorrectSymbol(ticker, out type); // get historical data ArrayList list = GetHistoricalData(ticker, DateTime.Now.AddDays(-duration * 365), DateTime.Now); // calculate historical value return(100.0 * HistoryVolatility.HighLowParkinson(list)); }