StochasticEdgeJump

java.lang.Object

org.drip.measure.realization.StochasticEdgeJump

public class StochasticEdgeJump
extends java.lang.Object

StochasticEdgeJump holds the Edge of the Jump 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

StochasticEdgeJump(boolean bOccurred, double dblHazardRate, double dblHazardIntegral, double dblTarget)
StochasticEdgeJump Constructor

Method Summary

Modifier and Type	Method	Description
`double`	`hazardIntegral()`	Retrieve the Jump Occurrence Hazard Integral
`double`	`hazardRate()`	Retrieve the Jump Occurrence Probability Density
`boolean`	`jumpOccurred()`	Retrieve the "Jump Occurred in this Level Period" Flag
`double`	`target()`	Retrieve the Jump Target Value

Methods inherited from class java.lang.Object

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

Constructor Details
- StochasticEdgeJump
  
  public StochasticEdgeJump(boolean bOccurred, double dblHazardRate, double dblHazardIntegral, double dblTarget) throws java.lang.Exception
  
  StochasticEdgeJump Constructor
  
  Parameters:
  
  bOccurred - TRUE - The Jump Occurred in this Edge Period
  
  dblHazardRate - The Hazard Rate
  
  dblHazardIntegral - The Level Hazard Integral
  
  dblTarget - The Jump Target
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- jumpOccurred
  
  public final boolean jumpOccurred()
  
  Retrieve the "Jump Occurred in this Level Period" Flag
  
  Returns:
  
  The "Jump Occurred in this Level Period" Flag
- hazardRate
  
  public final double hazardRate()
  
  Retrieve the Jump Occurrence Probability Density
  
  Returns:
  
  The Jump Occurrence Probability Density
- hazardIntegral
  
  public final double hazardIntegral()
  
  Retrieve the Jump Occurrence Hazard Integral
  
  Returns:
  
  The Jump Occurrence Hazard Integral
- target
  
  public final double target()
  
  Retrieve the Jump Target Value
  
  Returns:
  
  The Jump Target Value