Name | Description | Type | Package | Framework |
HConstruction | A construction of extreme and trade points based on H discretization, ignoring changes smaller than H. | Class | com.numericalmethod.suanshu.model.hvolatility | SuanShu |
Kagi | KAGI construction of a random process. | Class | com.numericalmethod.suanshu.model.hvolatility | SuanShu |
Kagi .Trend | Returns the enum constant of this type with the specified name. | Class | com.numericalmethod.suanshu.model.hvolatility | SuanShu |
Kagi2 | KAGI construction of a random process which is assumed to be equi-distance in time. | Class | com.numericalmethod.suanshu.model.hvolatility | SuanShu |
KagiModel | Maintains the states of a KAGI model. | Class | com.numericalmethod.suanshu.model.hvolatility | SuanShu |