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 R^d Variable - its Value, whether it has terminated, and the Cumulative Hazard Integral - and Time.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d Continuous/Discrete Probability Measures
• Package = Stochastic Jump Diffusion Vertex Edge

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
JumpDiffusionVertex(double dblTime, double dblValue, double dblCumulativeHazardIntegral, boolean bJumpOccurred)	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 dblTime,
double dblValue,
double dblCumulativeHazardIntegral,
boolean bJumpOccurred)
                    throws java.lang.Exception

JumpDiffusionVertex Constructor

Parameters:

dblTime - The Time Instant

dblValue - The Random Variable Value

dblCumulativeHazardIntegral - The Jump Occurrence Cumulative Hazard Integral

bJumpOccurred - 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