tech.nmfin.meanreversion.volarb

Interface MeanPriceEstimator

All Known Implementing Classes:

MeanEstimatorMaxLevelShift

public interface MeanPriceEstimator

Defines how to estimate the mean price.

Method Summary

Modifier and Type	Method and Description
double	mean()
void	update(LocalDateTime time, double px) Updates the model with the current price.

Method Detail

update

void update(LocalDateTime time,
            double px)

Updates the model with the current price.

Parameters:

time - the update time

px - the current price

mean

double mean()