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.

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

StochasticEdgeDiffusion(double dblChange)
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 dblChange) throws java.lang.Exception
  
  StochasticEdgeDiffusion Constructor
  
  Parameters:
  
  dblChange - 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