org.drip.sample.numerical

Class PhaseTrackerComparison

java.lang.Object

org.drip.sample.numerical.PhaseTrackerComparison

public class PhaseTrackerComparison
extends java.lang.Object

PhaseTrackerComparison demonstrates the Log + Power Complex Number Phase Correction Functionality implemented by three different ways for the calculation of the Inverse Fourier Transforms. The sample problem chosen is the stochastic volatility evolution using the Heston Method.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
PhaseTrackerComparison()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PhaseTrackerComparison

public PhaseTrackerComparison()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception