Package org.drip.measure.dynamics

Interface LocalEvaluator

public interface LocalEvaluator
LocalEvaluator exposes the Random Evolution's Local/Deterministic Evaluators. It provides the following Functionality:
  • Determine the Value of the Evolution Function from the given Random Variate and Time

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 value​(JumpDiffusionVertex jumpDiffusionVertex)
    Determine the Value of the Evolution Function from the given Random Variate and Time

  • Method Details

    • value

      double value​(JumpDiffusionVertex jumpDiffusionVertex) throws java.lang.Exception
      Determine the Value of the Evolution Function from the given Random Variate and Time
      Parameters:
      jumpDiffusionVertex - The Realized Diffusion Vertex
      Returns:
      The Value of the Evolution Function
      Throws:
      java.lang.Exception - Thrown if the Value cannot be evaluated