Package org.drip.measure.realization

Class JumpDiffusionVertex

java.lang.Object
org.drip.measure.realization.JumpDiffusionVertex
public class JumpDiffusionVertex
extends java.lang.Object
JumpDiffusionVertex holds the Snapshot Values of the Realized Rd Variable - its Value, whether it has terminated, and the Cumulative Hazard Integral - and Time. It provides the following Functionality:
  • JumpDiffusionVertex Constructor
  • Retrieve the Evolution Time Instant
  • Retrieve the Realized Random Value
  • Retrieve the Jump Occurred Flag
  • Retrieve the Jump Occurrence Cumulative Hazard Integral

Module Computational Core Module
Library Numerical Analysis Library
Project Rd Continuous/Discrete Probability Measures
Package Stochastic Jump Diffusion Vertex Edge

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    JumpDiffusionVertex​(double time, double value, double cumulativeHazardIntegral, boolean jumpOccurred)
    JumpDiffusionVertex Constructor

  • Method Summary

    Modifier and Type Method Description
    double cumulativeHazardIntegral()
    Retrieve the Jump Occurrence Cumulative Hazard Integral
    boolean jumpOccurred()
    Retrieve the Jump Occurred Flag
    double time()
    Retrieve the Evolution Time Instant
    double value()
    Retrieve the Realized Random Value

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • JumpDiffusionVertex

      public JumpDiffusionVertex​(double time, double value, double cumulativeHazardIntegral, boolean jumpOccurred) throws java.lang.Exception
      JumpDiffusionVertex Constructor
      Parameters:
      time - The Time Instant
      value - The Random Variable Value
      cumulativeHazardIntegral - The Jump Occurrence Cumulative Hazard Integral
      jumpOccurred - TRUE - Jump Occurred
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • time

      public double time()
      Retrieve the Evolution Time Instant
      Returns:
      The Evolution Time Instant

    • value

      public double value()
      Retrieve the Realized Random Value
      Returns:
      The Realized Random Value

    • jumpOccurred

      public boolean jumpOccurred()
      Retrieve the Jump Occurred Flag
      Returns:
      TRUE - Jump Occurred

    • cumulativeHazardIntegral

      public final double cumulativeHazardIntegral()
      Retrieve the Jump Occurrence Cumulative Hazard Integral
      Returns:
      The Jump Occurrence Cumulative Hazard Integral