Package com.polytechnik.trading
Class IntervalSincePsiM
java.lang.Object
com.polytechnik.trading.IntervalSincePsiM
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Field Summary
FieldsModifier and TypeFieldDescriptionfinal double
final double
final double
final double
final com.polytechnik.trading.ExperimentaldIHdt
final com.polytechnik.trading.ExperimentaldIHdt
final com.polytechnik.trading.ExperimentaldIHdt
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final EVXData
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
final double
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Constructor Summary
ConstructorsConstructorDescriptionIntervalSincePsiM
(int n, double p_offset, double p_last, double[] psiM, double[] QQt, double[] QQi, double[] QQpi, double[] QQTi, double[] QQTpi, double[] QQdp, double[] QQpt, double[] QQT, double[] QQV, double[] QQTdp, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, Function<double[], double[]> getPolynomialWIntegratedDt, Function<double[], double[]> getEDPsi, double[] tmom, double[] imom, double eps) -
Method Summary
Modifier and TypeMethodDescription(package private) static void
match
(IntervalSincePsiM a, IntervalSincePsiM b, double eps) (package private) static void
matchFreeMoneyForAll
(IntervalSincePsiM a, FreeMoneyForAll b, double eps)
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Field Details
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I
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pv_average
public final double pv_average -
Tv_average
public final double Tv_average -
I_M
public final double I_M -
Tv_M
public final double Tv_M -
T_M
public final double T_M -
V_M
public final double V_M -
pv_M
public final double pv_M -
pt_M
public final double pt_M -
p_M
public final double p_M -
VdivT_M
public final double VdivT_M -
covPTi_M
public final double covPTi_M -
Tv_spurM
public final double Tv_spurM -
pv_spurM
public final double pv_spurM -
pt_spurM
public final double pt_spurM -
dpdt_M
public final double dpdt_M -
dpdtPI_M
public final double dpdtPI_M -
dpdt_spurM
public final double dpdt_spurM -
Idpdt_spurM
public final double Idpdt_spurM -
covPTi_spurM
public final double covPTi_spurM -
dpdtDivI_spurM
public final double dpdtDivI_spurM -
dpdtPI_spurM
public final double dpdtPI_spurM -
IdpdtPI_spurM
public final double IdpdtPI_spurM -
I2dpdtPI_spurM
public final double I2dpdtPI_spurM -
dpdtDivIPI_spurM
public final double dpdtDivIPI_spurM -
pFPI0_spurM
public final double pFPI0_spurM -
pF0_spurM
public final double pF0_spurM -
pFm_spurM
public final double pFm_spurM -
pdI_spurM
public final double pdI_spurM -
pdIPI_spurM
public final double pdIPI_spurM -
dpdI_spurM
public final double dpdI_spurM -
dPIdtF_spurM
public final double dPIdtF_spurM -
pFPI_posdI_spurM
public final double pFPI_posdI_spurM -
pFPI_negdI_spurM
public final double pFPI_negdI_spurM -
dIHdtSplitF
public final com.polytechnik.trading.ExperimentaldIHdt dIHdtSplitF -
dIHdtSplitI0
public final com.polytechnik.trading.ExperimentaldIHdt dIHdtSplitI0 -
dIHdtSplitIeq0
public final com.polytechnik.trading.ExperimentaldIHdt dIHdtSplitIeq0 -
dIdt_posdI_spurM
public final double dIdt_posdI_spurM -
dIdt_negdI_spurM
public final double dIdt_negdI_spurM -
proj0_posdI_spurM
public final double proj0_posdI_spurM -
proj0_negdI_spurM
public final double proj0_negdI_spurM -
dpdt_posdI_spurM
public final double dpdt_posdI_spurM -
dpdt_negdI_spurM
public final double dpdt_negdI_spurM -
dpdtPI_posdI_spurM
public final double dpdtPI_posdI_spurM -
dpdtPI_negdI_spurM
public final double dpdtPI_negdI_spurM
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Constructor Details
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IntervalSincePsiM
IntervalSincePsiM(int n, double p_offset, double p_last, double[] psiM, double[] QQt, double[] QQi, double[] QQpi, double[] QQTi, double[] QQTpi, double[] QQdp, double[] QQpt, double[] QQT, double[] QQV, double[] QQTdp, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M, Function<double[], double[]> getPolynomialWIntegratedDt, Function<double[], double[]> getEDPsi, double[] tmom, double[] imom, double eps)
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Method Details
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match
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matchFreeMoneyForAll
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