Package org.drip.measure.dynamics

Class HazardJumpEvaluator

java.lang.Object
org.drip.measure.dynamics.SingleJumpEvaluator
org.drip.measure.dynamics.HazardJumpEvaluator
public class HazardJumpEvaluator
extends SingleJumpEvaluator
HazardJumpEvaluator implements the Hazard Jump Process Point Event Indication Evaluator that guides the Single Factor Jump-Termination Random Process Variable Evolution. It provides the following Functionality:
  • Generate a Standard Instance of HazardJumpEvaluator
  • Retrieve the Hazard Rate
  • Retrieve the Magnitude

Module Computational Core Module
Library Numerical Analysis Library
Project Rd Continuous/Discrete Probability Measures
Package Jump Diffusion Evolution Evaluator Variants

Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double magnitude()
    Retrieve the Magnitude
    double rate()
    Retrieve the Hazard Rate
    static HazardJumpEvaluator Standard​(double rate, double magnitude)
    Generate a Standard Instance of HazardJumpEvaluator

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

    densityEvaluator, magnitudeEvaluator

    Methods inherited from class java.lang.Object

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

  • Method Details

    • Standard

      public static final HazardJumpEvaluator Standard​(double rate, double magnitude)
      Generate a Standard Instance of HazardJumpEvaluator
      Parameters:
      rate - The Hazard Rate
      magnitude - The Magnitude
      Returns:
      The Standard Instance of HazardJumpEvaluator

    • rate

      public double rate()
      Retrieve the Hazard Rate
      Returns:
      The Hazard Rate

    • magnitude

      public double magnitude()
      Retrieve the Magnitude
      Returns:
      The Magnitude