Package com.polytechnik.trading
package com.polytechnik.trading
-
ClassDescriptionDataInterfaceDirect<DTYPE>One more interface to a basis.A list of common timeserie IDs.Since spike approach is back.PnLInPsiHstate<DTYPE>Try PnL In psiH state again.A class for unit test.Moments data in monomials basis, use
QVMDataDirectAccess
to extract.Moments data in Laguerre basis, useQVMDataLDirectAccess
to extract.Moments data in shifted to [0:1] Legendre basis, useQVMDataPDirectAccess
to extract.A class to split dI/dt like operator on positive and negative subspaces.