List of stdDeviation() Examples

Examples of stdDeviation()

org.jquantlib.processes.GeneralizedBlackScholesProcess.stdDeviation()
org.jquantlib.processes.StochasticProcess1D.stdDeviation()
Returns the standard deviation {@latex$} S(x_t_0 + \Delta t} | x_{t_0} = x_0) } of the process after a time interval {@latex$ \Delta t }according to the given discretization. This method can be overridden in derived classes which want to hard-code a particular discretization.

Examples of org.jquantlib.processes.GeneralizedBlackScholesProcess.stdDeviation()

        //The diffusion = volatiltiy of the stochastic process
        System.out.println("The diffusion of the process after time = 18th day from today with value of the stock as specified from the quote = "+process.diffusion(process.time(date18.clone()), handleToStockQuote.currentLink().value()));


        //Calulating the standard deviation of the process after time = 18th day from today with value of the stock as specified from the quote
        //The standard deviation = volatility*sqrt(dt)
        System.out.println("The stdDeviation of the process after time = 18th day from today with value of the stock as specified from the quote = "+process.stdDeviation(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));


        //Calulating the variance of the process after time = 18th day from today with value of the stock as specified from the quote
        //The variance = volatility*volatility*dt
        System.out.println("The variance of the process after time = 18th day from today with value of the stock as specified from the quote = "+process.variance(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));

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Examples of org.jquantlib.processes.GeneralizedBlackScholesProcess.stdDeviation()

        final Matrix diffusion = process.diffusion(process.time(date18.clone()), new Array(1).fill(5.6));
        System.out.println("The diffusion of the process after time = 18th day from today with value of the stock as specified from the quote");


        //Calulating the standard deviation of the process after time = 18th day from today with value of the stock as specified from the quote
        //The standard deviation = volatility*sqrt(dt)
        final Matrix stdDeviation = process.stdDeviation(process.time(date18.clone()), new Array(1).fill(5.6), 0.01);
        System.out.println("The stdDeviation of the process after time = 18th day from today with value of the stock as specified from the quote");


        //Calulating the expected value of the stock quote after time = 18th day from today with the current value of the stock as specified from the quote
        //The expectedValue = intialValue*exp(drift*dt)-----can be obtained by integrating----->dx/x= drift*dt
        final Array expectation = process.expectation(process.time(date18.clone()), new Array(1).fill(5.6), 0.01);

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Examples of org.jquantlib.processes.StochasticProcess1D.stdDeviation()

        //The diffusion = volatiltiy of the stochastic process
        System.out.println("The diffusion of the process after time = 18th day from today with value of the stock as specified from the quote = "+process.diffusion(process.time(date18.clone()), handleToStockQuote.currentLink().value()));


        //Calulating the standard deviation of the process after time = 18th day from today with value of the stock as specified from the quote
        //The standard deviation = volatility*sqrt(dt)
        System.out.println("The stdDeviation of the process after time = 18th day from today with value of the stock as specified from the quote = "+process.stdDeviation(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));


        //Calulating the variance of the process after time = 18th day from today with value of the stock as specified from the quote
        //The variance = volatility*volatility*dt
        System.out.println("The variance of the process after time = 18th day from today with value of the stock as specified from the quote = "+process.variance(process.time(date18.clone()), handleToStockQuote.currentLink().value(), 0.01));

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Examples of org.jquantlib.processes.StochasticProcess1D.stdDeviation()

        final Matrix diffusion = process.diffusion(process.time(date18.clone()), new Array(1).fill(5.6));
        System.out.println("The diffusion of the process after time = 18th day from today with value of the stock as specified from the quote");


        //Calulating the standard deviation of the process after time = 18th day from today with value of the stock as specified from the quote
        //The standard deviation = volatility*sqrt(dt)
        final Matrix stdDeviation = process.stdDeviation(process.time(date18.clone()), new Array(1).fill(5.6), 0.01);
        System.out.println("The stdDeviation of the process after time = 18th day from today with value of the stock as specified from the quote");


        //Calulating the expected value of the stock quote after time = 18th day from today with the current value of the stock as specified from the quote
        //The expectedValue = intialValue*exp(drift*dt)-----can be obtained by integrating----->dx/x= drift*dt
        final Array expectation = process.expectation(process.time(date18.clone()), new Array(1).fill(5.6), 0.01);

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