/src/main/java/net/finmath/timeseries/models/parametric/GARCH.java
quantileValues[i] ;
quantileValues[i] = quantileValue;
final int quantileIndexLo = (int)quantileIndex; final int quantileIndexHi = quantileIndexLo+1; final double szenarioRelativeChange = (quantileIndexHi-quantileIndex) * Math.exp(szenarios[Math.max(quantileIndexLo,0 )] * vol) + (quantileIndex-quantileIndexLo) * Math.exp(szenarios[Math.min(quantileIndexHi,szenarios.length)] * vol); final double quantileValue = (values[windowIndexEnd]) * szenarioRelativeChange; <extra_id_0> } return quantileValues; } @Override public Map<String, Object> getBestParameters() { return getBestParameters(null);