Package org.jquantlib.model.volatility

Examples of org.jquantlib.model.volatility.SimpleLocalEstimator.calculate()

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    }

    @Test
    public void testSECalculate() {
        final SimpleLocalEstimator sle = new SimpleLocalEstimator(1/360.0);
        final TimeSeries<Double> locale = sle.calculate(ts);
        assertNotNull(locale) ;
    }

    @Test
    public void testCECalculate() {
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    }

    @Test
    public void testCECalculate() {
        final SimpleLocalEstimator       sle = new SimpleLocalEstimator(1/360.0);
        final TimeSeries<Double>      locale = sle.calculate(ts);
        final VolatilityCompositor        ce = new ConstantEstimator(1);
        final TimeSeries<Double>       value = ce.calculate(locale);
        assertNotNull(value) ;
    }
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    }

    @Test
    public void testSECalculate() {
        final SimpleLocalEstimator sle = new SimpleLocalEstimator(1/360.0);
        final TimeSeries<Double> locale = sle.calculate(ts);
        assertNotNull(locale) ;
    }

    @Test
    public void testCECalculate() {
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    }

    @Test
    public void testCECalculate() {
        final SimpleLocalEstimator       sle = new SimpleLocalEstimator(1/360.0);
        final TimeSeries<Double>      locale = sle.calculate(ts);
        final VolatilityCompositor        ce = new ConstantEstimator(1);
        final TimeSeries<Double>       value = ce.calculate(locale);
        assertNotNull(value) ;
    }
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