Package jdistlib.finance

Interface TransformDistribution

All Known Implementing Classes:
CgmyDistribution, Gamma, GeneralizedHyperbolicDistribution, GeneralizedInverseGaussianDistribution, LevyIncrementDistribution, MeixnerDistribution, Normal, NormalInverseGaussianDistribution, NormalTemperedStableDistribution, Poisson, PositiveTemperedStableDistribution, StableDistribution, T, VarianceGammaDistribution
public interface TransformDistribution
Distribution exposing stable log characteristic and cumulant transforms.

  • Method Details

    • logCharacteristic

      Complex logCharacteristic(double frequency)

    • logMomentGenerating

      Complex logMomentGenerating(double argument)

    • momentGeneratingDomain

      TransformDomain momentGeneratingDomain()