SingleJumpEvaluator

java.lang.Object

org.drip.measure.dynamics.SingleJumpEvaluator

Direct Known Subclasses:: HazardJumpEvaluator

public class SingleJumpEvaluator
extends java.lang.Object

SingleJumpEvaluator implements the Single Point Jump Event Indication Evaluator that guides the One Factor Jump Random Process Variable Evolution.

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

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

SingleJumpEvaluator(LocalEvaluator leDensity, LocalEvaluator leMagnitude)
SingleJumpEvaluator Constructor
Method Summary

Modifier and Type Method Description

LocalEvaluator densityEvaluator()
Retrieve the Jump Density Evaluator

LocalEvaluator magnitudeEvaluator()
Retrieve the Jump Magnitude Evaluator

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- SingleJumpEvaluator
  
  public SingleJumpEvaluator(LocalEvaluator leDensity, LocalEvaluator leMagnitude) throws java.lang.Exception
  
  SingleJumpEvaluator Constructor
  
  Parameters:
  
  leDensity - The Jump Density Evaluator
  
  leMagnitude - The Jump Magnitude Evaluator
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- densityEvaluator
  
  public LocalEvaluator densityEvaluator()
  
  Retrieve the Jump Density Evaluator
  
  Returns:
  
  The Jump Density Evaluator
- magnitudeEvaluator
  
  public LocalEvaluator magnitudeEvaluator()
  
  Retrieve the Jump Magnitude Evaluator
  
  Returns:
  
  The Jump Magnitude Evaluator