Package org.drip.measure.realization

Class StochasticEdgeDiffusion

java.lang.Object
org.drip.measure.realization.StochasticEdgeDiffusion
public class StochasticEdgeDiffusion
extends java.lang.Object
StochasticEdgeDiffusion holds the Edge of the Diffusion Stochastic Evaluator Outcome. It provides the following Functionality:
  • StochasticEdgeDiffusion Constructor
  • Retrieve the Diffusion Stochastic Edge Change Amount

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
    StochasticEdgeDiffusion​(double change)
    StochasticEdgeDiffusion Constructor

  • Method Summary

    Modifier and Type Method Description
    double change()
    Retrieve the Diffusion Stochastic Edge Change Amount

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • StochasticEdgeDiffusion

      public StochasticEdgeDiffusion​(double change) throws java.lang.Exception
      StochasticEdgeDiffusion Constructor
      Parameters:
      change - The Diffusion Stochastic Edge Change Amount
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • change

      public double change()
      Retrieve the Diffusion Stochastic Edge Change Amount
      Returns:
      The Diffusion Stochastic Edge Change Amount