| Package | Description |
|---|---|
| net.finmath.marketdata.model.curves.locallinearregression |
Provided classes implementing the local linear regression method, see see https://ssrn.com/abstract=3073942
|
| Modifier and Type | Method and Description |
|---|---|
static CurveEstimation.Distribution |
CurveEstimation.Distribution.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static CurveEstimation.Distribution[] |
CurveEstimation.Distribution.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Constructor and Description |
|---|
CurveEstimation(LocalDate referenceDate,
double bandwidth,
double[] independentValues,
double[] dependentValues,
double[] partitionValues,
double weight,
CurveEstimation.Distribution distribution)
Creates a curve estimation object.
|
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