net.finmath.timeseries

Interface TimeSeriesModelParametric

All Known Implementing Classes:

DisplacedLognormalARMAGARCH, DisplacedLognormalGJRGARCH

public interface TimeSeriesModelParametric

A parametric time series model

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
TimeSeriesModelParametric	getCloneCalibrated(TimeSeriesInterface timeSeries)
String[]	getParameterNames()
double[]	getParameters()

Method Detail

getParameters

double[] getParameters()

getParameterNames

String[] getParameterNames()

getCloneCalibrated

TimeSeriesModelParametric getCloneCalibrated(TimeSeriesInterface timeSeries)