Uses of Class
org.drip.measure.dynamics.DiffusionEvaluator
| Package | Description |
|---|---|
| org.drip.measure.dynamics |
Jump Diffusion Evolution Evaluator Variants
|
| org.drip.measure.realization |
Stochastic Jump Diffusion Vertex Edge
|
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Uses of DiffusionEvaluator in org.drip.measure.dynamics
Subclasses of DiffusionEvaluator in org.drip.measure.dynamics Modifier and Type Class Description classDiffusionEvaluatorLinearDiffusionEvaluatorLinear implements the Linear Drift and Volatility Evaluators for R1 Random Diffusion Process.classDiffusionEvaluatorLogarithmicDiffusionEvaluatorLogarithmic evaluates the Drift/Volatility of the Diffusion Random Variable Evolution according to R1 Logarithmic Process.classDiffusionEvaluatorMeanReversionDiffusionEvaluatorMeanReversion evaluates the Drift/Volatility of the Diffusion Random Variable Evolution according to R1 Mean Reversion Process.classDiffusionEvaluatorOrnsteinUhlenbeckDiffusionEvaluatorOrnsteinUhlenbeck evaluates the Drift/Volatility of the Diffusion Random Variable Evolution according to R1 Ornstein Uhlenbeck Process. -
Uses of DiffusionEvaluator in org.drip.measure.realization
Methods in org.drip.measure.realization that return DiffusionEvaluator Modifier and Type Method Description DiffusionEvaluatorDiffusionEvolver. evaluator()Retrieve the Diffusion EvaluatorConstructors in org.drip.measure.realization with parameters of type DiffusionEvaluator Constructor Description DiffusionEvolver(DiffusionEvaluator evaluator)DiffusionEvolver ConstructorJumpDiffusionEvolver(DiffusionEvaluator diffusionEvaluator, HazardJumpEvaluator eventIndicationEvaluator)JumpDiffusionEvolver Constructor