QuantConnect Lean Algorithmic Trading Engine
Members 
QuantConnect.Securities Namespace : IndicatorVolatilityModel<T> Class
The indicator's input type
IndicatorVolatilityModel<T> Class
Provides an implementation of IVolatilityModel that uses an indicator to compute its value
Syntax
public class IndicatorVolatilityModel<T> : IVolatilityModel  
where T: BaseData
Type Parameters
T
The indicator's input type
Inheritance Hierarchy

System.Object
   QuantConnect.Securities.IndicatorVolatilityModel<T>

Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also