Uses of Class
org.drip.measure.discontinuous.R1DiscreteDistribution

Packages that use R1DiscreteDistribution

Package	Description
org.drip.measure.discontinuous	Antithetic, Quadratically Re-sampled, De-biased Distribution
org.drip.oms.indifference	Reservation Price Good-deal Bounds

Uses of R1DiscreteDistribution in org.drip.measure.discontinuous

Methods in org.drip.measure.discontinuous that return R1DiscreteDistribution

Modifier and Type	Method	Description
static R1DiscreteDistribution	R1DiscreteDistribution.Standard(double[] instanceArray, double[] probabilityArray)	Generate an Standard Instance of Discrete R1DiscreteDistribution

Uses of R1DiscreteDistribution in org.drip.oms.indifference

Methods in org.drip.oms.indifference with parameters of type R1DiscreteDistribution

Modifier and Type	Method	Description
double	ReservationPricer.askClaimsPositionValueAdjustment(R1DiscreteDistribution underlierPriceDistribution, double[] underlierPriceArray, double moneyMarketPrice, double noClaimsInventoryUtilityExpectation)	Compute the Ask Claims Inventory-based Position Value Adjustment
double	ReservationPricer.bidClaimsPositionValueAdjustment(R1DiscreteDistribution underlierPriceDistribution, double[] underlierPriceArray, double moneyMarketPrice, double noClaimsInventoryUtilityExpectation)	Compute the Bid Claims Inventory-based Position Value Adjustment
ClaimsUtilityExpectationInferenceRun	UtilityFunctionExpectation.inferPositionAdjustment(R1DiscreteDistribution underlierPriceDistribution, double[] underlierPriceArray, double targetUtilityExpectationValue)	Run the Position Value Inference for the Claims given the Target Utility Expectation Value
double	ReservationPricer.noClaimsInventoryUtilityExpectation(R1DiscreteDistribution underlierPriceDistribution, double[] underlierPriceArray, double moneyMarketPrice)	Compute the No-Claims Inventory-based Optimal Utility Value
UtilityExpectationOptimizationRun	UtilityFunctionExpectation.optimizationRun(R1DiscreteDistribution underlierPriceDistribution, double[] underlierPriceArray, double positionValueAdjustment)	Generate the Utility Expectation Optimization Run given the Underlier Price Array and Discrete Distribution
ReservationPricingRun	ReservationPricer.reservationPricingRun(R1DiscreteDistribution underlierPriceDistribution, double[] underlierPriceArray, double moneyMarketPrice)	Run a Reservation Pricing Flow