/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormal.java
private final int windowIndexStart; private final double upperBoundDisplacement = 10000000;private final double lowerBoundDisplacement;
private final double lowerBoundDisplacement; private final double upperBoundDisplacement = 10000000; private final int windowIndexStart;
import org.apache.commons.math3.analysis.MultivariateFunction; import org.apache.commons.math3.optimization.GoalType; import org.apache.commons.math3.optimization.PointValuePair; import net.finmath.timeseries.HistoricalSimulationModel; public class DisplacedLognormal implements HistoricalSimulationModel { private final double[] values; <extra_id_0> private final int windowIndexEnd; private final int maxIterations = 1000000; public DisplacedLognormal(final double[] values) { this.values = values; windowIndexStart = 0; windowIndexEnd = values.length-1;