Uses of Interface
org.drip.measure.dynamics.LocalEvaluator
Package | Description |
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org.drip.measure.dynamics |
Jump Diffusion Evolution Evaluator Variants
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org.drip.measure.joint |
Rd Vertex Edge Realization Evolution
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Uses of LocalEvaluator in org.drip.measure.dynamics
Methods in org.drip.measure.dynamics that return LocalEvaluator Modifier and Type Method Description LocalEvaluator
SingleJumpEvaluator. densityEvaluator()
Retrieve the Jump Density EvaluatorLocalEvaluator
DiffusionEvaluator. drift()
Retrieve the Drift EvaluatorLocalEvaluator
SingleJumpEvaluator. magnitudeEvaluator()
Retrieve the Jump Magnitude EvaluatorLocalEvaluator
DiffusionEvaluator. volatility()
Retrieve the Volatility EvaluatorConstructors in org.drip.measure.dynamics with parameters of type LocalEvaluator Constructor Description DiffusionEvaluator(LocalEvaluator leDrift, LocalEvaluator leVolatility)
DiffusionEvaluator ConstructorSingleJumpEvaluator(LocalEvaluator leDensity, LocalEvaluator leMagnitude)
SingleJumpEvaluator Constructor -
Uses of LocalEvaluator in org.drip.measure.joint
Methods in org.drip.measure.joint that return LocalEvaluator Modifier and Type Method Description LocalEvaluator[]
Evolver. driftLDEV()
Retrieve the Array of the LDEV Drift Functions of the Individual Marginal ProcessesLocalEvaluator[]
Evolver. volatilityLDEV()
Retrieve the Array of the LDEV Volatility Function of the Individual Marginal Processes