s********k
发帖数: 6180 | 1 系统是little endian， 定义一个Usigned int 32， 然后bit shift >>1.这个操作还
是除法(/2)吧，而不是把LSB往MSB移，从而导致变成（*2）?
同样 如果做强制类型转换，比如定义一个Usigned int32 a = 0x00ff
那么(uint16) a = 0xff?而不是0x00吧
有点糊涂，大侠指教下 |
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n*****a
发帖数: 4 | 2 Are you usign JWS1.1.3 or 1.2? Use the latter, and try
puttung in the classes directory, which is in the classpath
of JWS, hope the server can then find it. |
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h***s
发帖数: 35 | 3 Hello Boddies,
we use ornstein uhlenbeck as FX LOG return process and used as calibration.
As known issue of least square, reversion speed and mean level are not
accurate, but volatility is good when sample size is not big enough.
Simulation with the calibrated parameters, FX forward rates from market even
are out of 99% scope. Traders think 50% or expection of simulation FX spot
rate curve should be very close to forward rate curve.
In theory, least square method is correct for calibration reve... 阅读全帖 |
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