org.jquantlib.model.volatility
Interface VolatilityCompositor
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- All Known Implementing Classes:
- ConstantEstimator, Garch11
public interface VolatilityCompositor
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method and Description TimeSeries<java.lang.Double>calculate(TimeSeries<java.lang.Double> volatilitySeries)voidcalibrate(TimeSeries<java.lang.Double> timeSeries)
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Method Detail
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calibrate
void calibrate(TimeSeries<java.lang.Double> timeSeries)
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calculate
TimeSeries<java.lang.Double> calculate(TimeSeries<java.lang.Double> volatilitySeries)
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