Interface MeanPriceEstimator

  • All Known Implementing Classes:
    MeanEstimatorMaxLevelShift

    public interface MeanPriceEstimator
    Defines how to estimate the mean price.
    • Method Detail

      • update

        void update​(LocalDateTime time,
                    double px)
        Updates the model with the current price.
        Parameters:
        time - the update time
        px - the current price
      • mean

        double mean()