Uses of Class
org.drip.measure.distribution.R1Discrete
| Package | Description |
|---|---|
| org.drip.measure.distribution |
R1 Rd Continuous Random Measure
|
| org.drip.oms.indifference |
Reservation Price Good-deal Bounds
|
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Uses of R1Discrete in org.drip.measure.distribution
Methods in org.drip.measure.distribution that return R1Discrete Modifier and Type Method Description static R1DiscreteR1Discrete. Standard(double[] instanceArray, double[] probabilityArray)Generate an Standard Instance of Discrete R1Discrete -
Uses of R1Discrete in org.drip.oms.indifference
Methods in org.drip.oms.indifference with parameters of type R1Discrete Modifier and Type Method Description doubleReservationPricer. askClaimsPositionValueAdjustment(R1Discrete underlierPriceDistribution, double[] underlierPriceArray, double moneyMarketPrice, double noClaimsInventoryUtilityExpectation)Compute the Ask Claims Inventory-based Position Value AdjustmentdoubleReservationPricer. bidClaimsPositionValueAdjustment(R1Discrete underlierPriceDistribution, double[] underlierPriceArray, double moneyMarketPrice, double noClaimsInventoryUtilityExpectation)Compute the Bid Claims Inventory-based Position Value AdjustmentClaimsUtilityExpectationInferenceRunUtilityFunctionExpectation. inferPositionAdjustment(R1Discrete underlierPriceDistribution, double[] underlierPriceArray, double targetUtilityExpectationValue)Run the Position Value Inference for the Claims given the Target Utility Expectation ValuedoubleReservationPricer. noClaimsInventoryUtilityExpectation(R1Discrete underlierPriceDistribution, double[] underlierPriceArray, double moneyMarketPrice)Compute the No-Claims Inventory-based Optimal Utility ValueUtilityExpectationOptimizationRunUtilityFunctionExpectation. optimizationRun(R1Discrete underlierPriceDistribution, double[] underlierPriceArray, double positionValueAdjustment)Generate the Utility Expectation Optimization Run given the Underlier Price Array and Discrete DistributionReservationPricingRunReservationPricer. reservationPricingRun(R1Discrete underlierPriceDistribution, double[] underlierPriceArray, double moneyMarketPrice)Run a Reservation Pricing Flow