Package org.drip.dynamics.physical

Class FundamentalConstants

java.lang.Object

org.drip.dynamics.physical.FundamentalConstants

public class FundamentalConstants
extends java.lang.Object

FundamentalConstants holds the Fundamental Constants of the Physical Processes. The References are:

• Doob, J. L. (1942): The Brownian Movement and Stochastic Equations Annals of Mathematics 43 (2) 351-369
• Gardiner, C. W. (2009): Stochastic Methods: A Handbook for the Natural and Social Sciences 4^th Edition Springer-Verlag
• Kadanoff, L. P. (2000): Statistical Physics: Statics, Dynamics, and Re-normalization World Scientific
• Karatzas, I., and S. E. Shreve (1991): Brownian Motion and Stochastic Calculus 2^nd Edition Springer-Verlag
• Risken, H., and F. Till (1996): The Fokker-Planck Equation – Methods of Solution and Applications Springer

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = HJM, Hull White, LMM, and SABR Dynamic Evolution Models
• Package = Implementation of Physical Process Dynamics

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field	Description
static double	AVOGADRO	Avogadro Constant
static double	BOLTZMANN	Boltzmann Constant

Constructor Summary

Constructors

Constructor	Description
FundamentalConstants()

Method Summary

Methods inherited from class java.lang.Object

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

Field Details

AVOGADRO

public static final double AVOGADRO

Avogadro Constant

See Also:

Constant Field Values

BOLTZMANN

public static final double BOLTZMANN

Boltzmann Constant

See Also:

Constant Field Values

Constructor Details

FundamentalConstants

public FundamentalConstants()