Uses of Class
org.drip.measure.dynamics.DiffusionEvaluator
| Package | Description |
|---|---|
| org.drip.measure.dynamics |
Jump Diffusion Evolution Evaluator Variants
|
| org.drip.measure.process |
Jump Diffusion Evolver Process Variants
|
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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.process
Methods in org.drip.measure.process that return DiffusionEvaluator Modifier and Type Method Description DiffusionEvaluatorDiffusionEvolver. evaluator()Retrieve the Diffusion EvaluatorConstructors in org.drip.measure.process with parameters of type DiffusionEvaluator Constructor Description DiffusionEvolver(DiffusionEvaluator de)DiffusionEvolver ConstructorJumpDiffusionEvolver(DiffusionEvaluator de, HazardJumpEvaluator heie)JumpDiffusionEvolver Constructor