Package org.drip.measure.dynamics

Class 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. It provides the following Functionality:
  • SingleJumpEvaluator Constructor
  • Retrieve the Jump Density Evaluator
  • Retrieve the Jump Magnitude Evaluator

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

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    SingleJumpEvaluator​(LocalEvaluator localDensityEvaluator, LocalEvaluator localMagnitudeEvaluator)
    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 localDensityEvaluator, LocalEvaluator localMagnitudeEvaluator) throws java.lang.Exception
      SingleJumpEvaluator Constructor
      Parameters:
      localDensityEvaluator - The Jump Density Evaluator
      localMagnitudeEvaluator - 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