Uses of Class
org.drip.measure.realization.JumpDiffusionEdge

Packages that use JumpDiffusionEdge

Package	Description
org.drip.execution.tradingtime	Coordinated Variation Trading Time Models
org.drip.measure.joint	Rd Vertex Edge Realization Evolution
org.drip.measure.process	Jump Diffusion Evolver Process Variants
org.drip.measure.realization	Stochastic Jump Diffusion Vertex Edge

Uses of JumpDiffusionEdge in org.drip.execution.tradingtime

Subclasses of JumpDiffusionEdge in org.drip.execution.tradingtime

Modifier and Type	Class	Description
class	VolumeTimeFrame	VolumeTimeFrame implements the Pre- and Post-transformed Increment in the Volume Time Space as used in the "Trading Time" Model.

Uses of JumpDiffusionEdge in org.drip.measure.joint

Methods in org.drip.measure.joint that return JumpDiffusionEdge

Modifier and Type	Method	Description
JumpDiffusionEdge[]	Edge.marginal()	Retrieve the Array of the Marginal Level Realizations

Constructors in org.drip.measure.joint with parameters of type JumpDiffusionEdge

Constructor	Description
Edge(JumpDiffusionEdge[] aMLR)	Edge Constructor

Uses of JumpDiffusionEdge in org.drip.measure.process

Methods in org.drip.measure.process that return JumpDiffusionEdge

Modifier and Type	Method	Description
JumpDiffusionEdge	DiffusionEvolver.increment(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit jdeu, double dblTimeIncrement)	Generate the JumpDiffusionEdge Instance from the specified Jump Diffusion Instance
JumpDiffusionEdge	JumpDiffusionEvolver.increment(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit ur, double dblTimeIncrement)
JumpDiffusionEdge[]	OrnsteinUhlenbeckPair.increment(double[] adblVariatePair, double[] adblDiffusionPair, double dblTimeIncrement)	Generate the Adjacent JumpDiffusionEdge Increment Array from the specified Ornstein Uhlenbeck Random Variate Pair
JumpDiffusionEdge	DiffusionEvolver.incrementReverse(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit jdeu, double dblTimeIncrement)	Generate the JumpDiffusionEdge Instance Backwards from the specified Jump Diffusion Instance
JumpDiffusionEdge[]	DiffusionEvolver.incrementSequence(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit[] aJDEU, double dblTimeIncrement)	Generate the Array of Adjacent JumpDiffusionEdge from the specified Random Variate Array
JumpDiffusionEdge	DiffusionEvolver.jumpIncrement(JumpDiffusionVertex jdv, double dblTimeIncrement)	Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and a Jump Driver
JumpDiffusionEdge	DiffusionEvolver.jumpWeinerIncrement(JumpDiffusionVertex jdv, double dblTimeIncrement)	Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and Jump/Weiner Drivers
JumpDiffusionEdge	DiffusionEvolver.weinerIncrement(JumpDiffusionVertex jdv, double dblTimeIncrement)	Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and a Weiner Driver
JumpDiffusionEdge[]	OrnsteinUhlenbeckPair.weinerIncrement(double[] adblVariatePair, double dblTimeIncrement)	Generate the Weiner Based JumpDiffusionEdge Increment Sequence from the Current Ornstein Uhlenbeck Random Variate
JumpDiffusionEdge	DiffusionEvolver.weinerJumpIncrement(JumpDiffusionVertex jdv, double dblTimeIncrement)	Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and Weiner/Jump Drivers

Uses of JumpDiffusionEdge in org.drip.measure.realization

Methods in org.drip.measure.realization that return JumpDiffusionEdge

Modifier and Type	Method	Description
static JumpDiffusionEdge	JumpDiffusionEdge.Standard(double dblStart, double dblDeterministic, double dblDiffusionStochastic, boolean bJumpOccurred, double dblHazardRate, double dblHazardIntegral, double dblJumpTarget, double dblTimeIncrement, double dblUnitDiffusion, double dblUnitJump)	Construct the Standard JumpDiffusionEdge Instance
static JumpDiffusionEdge	JumpDiffusionEdge.Standard(double dblStart, double dblDeterministic, double dblDiffusionStochastic, StochasticEdgeJump sej, JumpDiffusionEdgeUnit jdeu)	Construct the Standard JumpDiffusionEdge Instance