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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/*
* Created on 12.08.2012
*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*/
package net.finmath.timeseries;
/**
* A parametric time series model
*
* @author Christian Fries
* @version 1.0
*/
public interface TimeSeriesModelParametric {
double[] getParameters();
String[] getParameterNames();
TimeSeriesModelParametric getCloneCalibrated(TimeSeries timeSeries);
}