Name | Description | Type | Package | Framework |
MeanEstimator | Defines how to estimate the mean price. | Interface | com.numericalmethod.suanshu.model.volarb | SuanShu |
MeanEstimatorMaxLevelShift | Class | com.numericalmethod.suanshu.model.volarb | SuanShu | |
MRModel | A Mean Reversion Model computes the target position given the current price. | Interface | com.numericalmethod.suanshu.model.volarb | SuanShu |
MRModelRanged | Class | com.numericalmethod.suanshu.model.volarb | SuanShu | |