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)
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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)