Interface DataInterfaceDirect<DTYPE>


public interface DataInterfaceDirect<DTYPE>
One more interface to a basis.
See Also:
  • Method Details

    • setM

      void setM(double[] m, int n, int mom, DTYPE odata, int nmoms)
      Set the value of timeserie moments.
      Parameters:
      m - A buffer to save the moments of at least nmoms size.
      n - Price power before the moment.
      mom - Time seqience ID from DataInterfaceDirectTradesHistorical.
      odata - The object that stores the data.
      nmoms - The number of moments to save.
    • setMT

      void setMT(double[] m, int nmoms)
      Sets exact values of \int Q(x) dmu. The setM(final double [] m,0,M_T,odata,nmoms) set sample value of \int Q(x) dmu, and this method sets exact value. The results should be very close for a reasonable grid.
      Parameters:
      m - A buffer to save the moments of at least nmoms size.
      nmoms - The number of moments to save.
      See Also:
    • getPOffset

      double getPOffset(DTYPE odata)
      Price offset. All price moments are calculated relatively this offset, this greatly increases numerical stability. To obtain "actual" price from the values saved in odata -- add the value returned by this method.
      See Also:
    • getPLast

      double getPLast(DTYPE odata)
      Last price (with offset), actual price is getPLast(DTYPE)+getPOffset(DTYPE).
    • getTLast

      long getTLast(DTYPE odata)
      Last time.
    • getTau

      long getTau(DTYPE odata)
      Exponent time scale.
    • getTotalVolume

      long getTotalVolume(DTYPE odata)
      Total Volume.