LocalEvaluator

public interface LocalEvaluator

LocalEvaluator exposes the Random Evolution's Local/Deterministic Evaluators.

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

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