public class MeanEstimatorMaxLevelShift extends Object implements MeanEstimator
Constructor and Description |
---|
MeanEstimatorMaxLevelShift(int maxLevel,
double gridSize,
double precision) |
MeanEstimatorMaxLevelShift(int maxLevel,
double gridSize,
double precision,
double mean) |
Modifier and Type | Method and Description |
---|---|
double |
mean() |
String |
toString() |
void |
update(org.joda.time.DateTime now,
double px)
Updates the model with the current price.
|
public MeanEstimatorMaxLevelShift(int maxLevel, double gridSize, double precision, double mean)
public MeanEstimatorMaxLevelShift(int maxLevel, double gridSize, double precision)
public void update(org.joda.time.DateTime now, double px)
MeanEstimator
update
in interface MeanEstimator
now
- the update timepx
- the current pricepublic double mean()
mean
in interface MeanEstimator
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.