class ExponentialWeightedMovingAverageHistoricalVolatilityCalculator extends HistoricalVolatilityCalculator {

  @Override
  public Double evaluate(final LocalDateDoubleTimeSeries... x) {
    testTimeSeries(x, 3);
    final LocalDateDoubleTimeSeries returnTS = _returnCalculator.evaluate(x);
    final Iterator<Double> iter = returnTS.valuesIterator();
    double returnValue = iter.next();
    double variance = returnValue * returnValue;
    while (iter.hasNext()) {
      returnValue = iter.next();
      variance = _lambda * variance + _lambdaM1 * returnValue * returnValue;
    }
    return Math.sqrt(variance);
  }

  public  ExponentialWeightedMovingAverageHistoricalVolatilityCalculator(final double lambda, final TimeSeriesReturnCalculator returnCalculator);
  public  ExponentialWeightedMovingAverageHistoricalVolatilityCalculator(final double lambda, final TimeSeriesReturnCalculator returnCalculator, final CalculationMode mode);

}