Uses of Interface
net.finmath.timeseries.TimeSeries
Packages that use TimeSeries
Package
Description
Provides classes related to time series modeling and estimation, e.g.
Classes related to estimation of time series.
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Uses of TimeSeries in net.finmath.timeseries
Classes in net.finmath.timeseries that implement TimeSeriesModifier and TypeClassDescriptionclass
A discrete time series.class
A time series created from a sup-interval of another time series.Methods in net.finmath.timeseries with parameters of type TimeSeriesModifier and TypeMethodDescriptionTimeSeriesModelParametric.getCloneCalibrated
(TimeSeries timeSeries) Constructors in net.finmath.timeseries with parameters of type TimeSeriesModifierConstructorDescriptionTimeSeriesView
(TimeSeries timeSeries, int indexStart, int indexEnd) -
Uses of TimeSeries in net.finmath.timeseries.models.parametric
Methods in net.finmath.timeseries.models.parametric with parameters of type TimeSeriesModifier and TypeMethodDescriptionARMAGARCH.getCloneCalibrated
(TimeSeries timeSeries) DisplacedLognormalARMAGARCH.getCloneCalibrated
(TimeSeries timeSeries) DisplacedLognormalGJRGARCH.getCloneCalibrated
(TimeSeries timeSeries) Constructors in net.finmath.timeseries.models.parametric with parameters of type TimeSeriesModifierConstructorDescriptionARMAGARCH
(TimeSeries timeSeries) DisplacedLognormalARMAGARCH
(TimeSeries timeSeries) DisplacedLognormalARMAGARCH
(TimeSeries timeSeries, double lowerBoundDisplacement) DisplacedLognormalARMAGARCH
(TimeSeries timeSeries, double lowerBoundDisplacement, double upperBoundDisplacement) DisplacedLognormalGJRGARCH
(TimeSeries timeSeries) DisplacedLognormalGJRGARCH
(TimeSeries timeSeries, double lowerBoundDisplacement) DisplacedLognormalGJRGARCH
(TimeSeries timeSeries, double lowerBoundDisplacement, double upperBoundDisplacement)