org.jquantlib.model.volatility

Class ConstantEstimator

java.lang.Object

org.jquantlib.model.volatility.ConstantEstimator

All Implemented Interfaces:

VolatilityCompositor

public class ConstantEstimator
extends java.lang.Object
implements VolatilityCompositor

Constant-estimator volatility model

Volatilities are assumed to be expressed on an annual basis.

Constructor Summary

Constructors

Constructor and Description
ConstantEstimator(int size)

Method Summary

Modifier and Type	Method and Description
TimeSeries<java.lang.Double>	calculate(TimeSeries<java.lang.Double> quotes)
void	calibrate(TimeSeries<java.lang.Double> timeSeries)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ConstantEstimator

public ConstantEstimator(int size)

Method Detail

calibrate

public void calibrate(TimeSeries<java.lang.Double> timeSeries)

Specified by:

calibrate in interface VolatilityCompositor

calculate

public TimeSeries<java.lang.Double> calculate(TimeSeries<java.lang.Double> quotes)

Specified by:

calculate in interface VolatilityCompositor