DiffusionEvaluatorLogarithmic

java.lang.Object

org.drip.measure.dynamics.DiffusionEvaluator

org.drip.measure.dynamics.DiffusionEvaluatorLogarithmic

public class DiffusionEvaluatorLogarithmic
extends DiffusionEvaluator

DiffusionEvaluatorLogarithmic evaluates the Drift/Volatility of the Diffusion Random Variable Evolution according to R¹ Logarithmic 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 Logarithmic Drift Value
`static DiffusionEvaluatorLogarithmic`	`Standard(double dblDrift, double dblVolatility)`	Generate a Standard Instance of DiffusionEvaluatorLogarithmic
`double`	`volatilityValue()`	Retrieve the Logarithmic 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 DiffusionEvaluatorLogarithmic Standard(double dblDrift, double dblVolatility)
  
  Generate a Standard Instance of DiffusionEvaluatorLogarithmic
  
  Parameters:
  
  dblDrift - The Drift
  
  dblVolatility - The Volatility
  
  Returns:
  
  The Standard Instance of DiffusionEvaluatorLogarithmic
- driftValue
  
  public double driftValue()
  
  Retrieve the Logarithmic Drift Value
  
  Returns:
  
  The Logarithmic Drift Value
- volatilityValue
  
  public double volatilityValue()
  
  Retrieve the Logarithmic Volatility Value
  
  Returns:
  
  The Logarithmic Volatility Value