Package tech.nmfin.meanreversion.volarb
Interface MeanPriceEstimator
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MeanEstimatorMaxLevelShift
public interface MeanPriceEstimatorDefines how to estimate the mean price.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description doublemean()voidupdate(LocalDateTime time, double px)Updates the model with the current price.
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Method Detail
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update
void update(LocalDateTime time, double px)
Updates the model with the current price.- Parameters:
time- the update timepx- the current price
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mean
double mean()
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