Package tech.nmfin.meanreversion.volarb
Class MeanEstimatorMaxLevelShift
- java.lang.Object
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- tech.nmfin.meanreversion.volarb.MeanEstimatorMaxLevelShift
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- All Implemented Interfaces:
MeanPriceEstimator
public class MeanEstimatorMaxLevelShift extends Object implements MeanPriceEstimator
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Constructor Summary
Constructors Constructor Description MeanEstimatorMaxLevelShift(int maxLevel, double gridSize, double precision)
MeanEstimatorMaxLevelShift(int maxLevel, double gridSize, double precision, double mean)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
mean()
String
toString()
void
update(LocalDateTime now, double px)
Updates the model with the current price.
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Method Detail
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update
public void update(LocalDateTime now, double px)
Description copied from interface:MeanPriceEstimator
Updates the model with the current price.- Specified by:
update
in interfaceMeanPriceEstimator
- Parameters:
now
- the update timepx
- the current price
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mean
public double mean()
- Specified by:
mean
in interfaceMeanPriceEstimator
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