SmoothOptionDistributionResult (JDistlib 0.10.0-SNAPSHOT API)

java.lang.Object

jdistlib.finance.SmoothOptionDistributionResult

public final class SmoothOptionDistributionResult extends Object

Smooth risk-neutral density plus regularization and differentiation diagnostics.

Method Summary

Modifier and Type

Method

Description

double

getBandwidth()

double

getDifferentiationUncertainty()

NumericalContinuousDistribution

getDistribution()

double

getMaximumPriceResidual()

double

getNormalizationError()

boolean

isReliable(double tolerance)

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details
- getDistribution
  
  public NumericalContinuousDistribution getDistribution()
- getBandwidth
  
  public double getBandwidth()
- getNormalizationError
  
  public double getNormalizationError()
- getMaximumPriceResidual
  
  public double getMaximumPriceResidual()
- getDifferentiationUncertainty
  
  public double getDifferentiationUncertainty()
- isReliable
  
  public boolean isReliable(double tolerance)