Package org.jquantlib.model.volatility

Examples of org.jquantlib.model.volatility.ConstantEstimator

81
82
83
84
85
86
87
88
89
    @Test
    public void testCECalculate() {
        final SimpleLocalEstimator       sle = new SimpleLocalEstimator(1/360.0);
        final TimeSeries<Double>      locale = sle.calculate(ts);
        final VolatilityCompositor        ce = new ConstantEstimator(1);
        final TimeSeries<Double>       value = ce.calculate(locale);
        assertNotNull(value) ;
    }
View Full Code Here
81
82
83
84
85
86
87
88
89
    @Test
    public void testCECalculate() {
        final SimpleLocalEstimator       sle = new SimpleLocalEstimator(1/360.0);
        final TimeSeries<Double>      locale = sle.calculate(ts);
        final VolatilityCompositor        ce = new ConstantEstimator(1);
        final TimeSeries<Double>       value = ce.calculate(locale);
        assertNotNull(value) ;
    }
View Full Code Here
TOP

Related Classes of org.jquantlib.model.volatility.ConstantEstimator

  • org.jquantlib.testsuite.model.volatility.EstimatorsTest
  • org.jquantlib.time.Date
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.