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)
MeanEstimatorupdate in interface MeanEstimatornow - the update timepx - the current pricepublic double mean()
mean in interface MeanEstimatorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.