tech.nmfin.meanreversion.volarb

Class MRModelRanged

java.lang.Object

tech.nmfin.meanreversion.volarb.MRModelRanged

All Implemented Interfaces:

MRModel

public class MRModelRanged
extends Object
implements MRModel

Constructor Summary

Constructors

Constructor and Description
MRModelRanged(double rangeSize)
MRModelRanged(double rangeSize, double initialState)

Method Summary

Modifier and Type	Method and Description
double	position() Gets the current target position computed by this model.
String	toString()
void	update(LocalDateTime time, double px) Updates the model with the current price.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

MRModelRanged

public MRModelRanged(double rangeSize,
                     double initialState)

MRModelRanged

public MRModelRanged(double rangeSize)

Method Detail

update

public void update(LocalDateTime time,
                   double px)

Description copied from interface: MRModel

Updates the model with the current price.

Specified by:

update in interface MRModel

Parameters:

time - the update time

px - the current price

position

public double position()

Description copied from interface: MRModel

Gets the current target position computed by this model.

Specified by:

position in interface MRModel

Returns:

the target position computed by the model

toString

public String toString()

Overrides:

toString in class Object