Inheritance diagram for forecaster.VolatilityForecaster:
Public Member Functions | |
| def | __init__ (self, Instrument underlying) |
| def | train_model (self, Union[str, pd.Timestamp, datetime] current_day, int days_to_expiry) |
Public Attributes | |
| underlying | |
Detailed Description
This model forecasts realized volatility for a group of futures contracts and an underlying.
Member Function Documentation
◆ train_model()
| def forecaster.VolatilityForecaster.train_model | ( | self, | |
| Union[str, pd.Timestamp, datetime] | current_day, | ||
| int | days_to_expiry | ||
| ) |
Trains model.
The documentation for this class was generated from the following file:
- forecaster.py
