net.finmath.timeseries
Interface TimeSeriesModelParametric
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- All Known Implementing Classes:
- DisplacedLognormalARMAGARCH, DisplacedLognormalGJRGARCH
public interface TimeSeriesModelParametricA parametric time series model
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method and Description TimeSeriesModelParametricgetCloneCalibrated(TimeSeriesInterface timeSeries)java.lang.String[]getParameterNames()double[]getParameters()
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Method Detail
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getParameters
double[] getParameters()
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getParameterNames
java.lang.String[] getParameterNames()
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getCloneCalibrated
TimeSeriesModelParametric getCloneCalibrated(TimeSeriesInterface timeSeries)
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