Package org.drip.dynamics.physical

Implementation of Physical Process Dynamics

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
ExponentialAffineZeroCoefficients	ExponentialAffineZeroCoefficients contains the Exponential Affine Coefficients for a Zero-coupon Bond priced using the CIR Process.
FundamentalConstants	FundamentalConstants holds the Fundamental Constants of the Physical Processes.
LangevinEvolver	LangevinEvolver implements the Noisy Elastic Relaxation Process in a Friction-Thermal Background.
R1WhiteThermalFrictionalNoise	R1WhiteThermalFrictionalNoise implements the Volatility Function induced by the Background Thermal Noise in a Friction-Elastic System.