Uses of Class
com.quantfinlib.microstructure.VolatilityCurve
Packages that use VolatilityCurve
Package
Description
Market microstructure analytics: impact, liquidity, order-flow signals
and intraday curves.
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Uses of VolatilityCurve in com.quantfinlib.microstructure
Methods in com.quantfinlib.microstructure that return VolatilityCurveModifier and TypeMethodDescriptionVolatilityCurve.seedBaseline(double[] volPerBucket) Seeds the baseline from a known shape (same units you will feed) — optional.