Record Class HarRv.Params

java.lang.Object
java.lang.Record
com.quantfinlib.volatility.HarRv.Params
Enclosing class:
HarRv
public static record HarRv.Params(double intercept, double betaDaily, double betaWeekly, double betaMonthly) extends Record
Fitted coefficients: rv⁺ = c + βd·d + βw·w + βm·m.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Params(double intercept, double betaDaily, double betaWeekly, double betaMonthly)
    Creates an instance of a Params record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    betaDaily()
    Returns the value of the betaDaily record component.
    double
    betaMonthly()
    Returns the value of the betaMonthly record component.
    double
    betaWeekly()
    Returns the value of the betaWeekly record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    intercept()
    Returns the value of the intercept record component.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Params

      public Params(double intercept, double betaDaily, double betaWeekly, double betaMonthly)
      Creates an instance of a Params record class.
      Parameters:
      intercept - the value for the intercept record component
      betaDaily - the value for the betaDaily record component
      betaWeekly - the value for the betaWeekly record component
      betaMonthly - the value for the betaMonthly record component

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • intercept

      public double intercept()
      Returns the value of the intercept record component.
      Returns:
      the value of the intercept record component

    • betaDaily

      public double betaDaily()
      Returns the value of the betaDaily record component.
      Returns:
      the value of the betaDaily record component

    • betaWeekly

      public double betaWeekly()
      Returns the value of the betaWeekly record component.
      Returns:
      the value of the betaWeekly record component

    • betaMonthly

      public double betaMonthly()
      Returns the value of the betaMonthly record component.
      Returns:
      the value of the betaMonthly record component