DiffusionEvaluatorLinear

java.lang.Object

org.drip.measure.dynamics.DiffusionEvaluator

org.drip.measure.dynamics.DiffusionEvaluatorLinear

public class DiffusionEvaluatorLinear
extends DiffusionEvaluator

DiffusionEvaluatorLinear implements the Linear Drift and Volatility Evaluators for R¹ Random Diffusion Process.

Module = Computational Core Module
Library = Numerical Analysis Library
Project = R^d Continuous/Discrete Probability Measures
Package = Jump Diffusion Evolution Evaluator Variants

Author:: Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
`double`	`driftValue()`	Retrieve the Linear Drift Value
`static DiffusionEvaluatorLinear`	`Standard(double dblDrift, double dblVolatility)`	Generate a Standard Instance of DiffusionEvaluatorLinear
`double`	`volatilityValue()`	Retrieve the Linear Volatility Value

Methods inherited from class org.drip.measure.dynamics.DiffusionEvaluator

drift, volatility

Methods inherited from class java.lang.Object

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

Method Details
- Standard
  
  public static final DiffusionEvaluatorLinear Standard(double dblDrift, double dblVolatility)
  
  Generate a Standard Instance of DiffusionEvaluatorLinear
  
  Parameters:
  
  dblDrift - The Drift
  
  dblVolatility - The Volatility
  
  Returns:
  
  The Standard Instance of DiffusionEvaluatorLinear
- driftValue
  
  public double driftValue()
  
  Retrieve the Linear Drift Value
  
  Returns:
  
  The Linear Drift Value
- volatilityValue
  
  public double volatilityValue()
  
  Retrieve the Linear Volatility Value
  
  Returns:
  
  The Linear Volatility Value