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.dynamics	Jump Diffusion Evolution Evaluator 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.dynamics

Methods in org.drip.measure.dynamics that return JumpDiffusionEdge
Modifier and Type	Method	Description
`JumpDiffusionEdge[]`	OrnsteinUhlenbeckPair.`increment(double[] variatePair, double[] diffusionPair, double timeIncrement)`	Generate the Adjacent Jump Diffusion Edge Increment Array from the specified Ornstein Uhlenbeck Random Variate Pair
`JumpDiffusionEdge[]`	OrnsteinUhlenbeckPair.`weinerIncrement(double[] variatePair, double timeIncrement)`	Generate the Weiner Based JumpDiffusionEdge Increment Sequence from the Current Ornstein Uhlenbeck Random Variate

Uses of JumpDiffusionEdge in org.drip.measure.realization

Methods in org.drip.measure.realization that return JumpDiffusionEdge
Modifier and Type	Method	Description
`JumpDiffusionEdge`	DiffusionEvolver.`increment(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit jumpDiffusionEdgeUnit, double timeIncrement)`	Generate the JumpDiffusionEdge Instance from the specified Jump Diffusion Instance
`JumpDiffusionEdge`	JumpDiffusionEvolver.`increment(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit jumpDiffusionEdgeUnit, double timeIncrement)`	Generate the JumpDiffusionEdge Instance from the specified Jump Diffusion Instance
`JumpDiffusionEdge`	DiffusionEvolver.`incrementReverse(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit jumpDiffusionEdgeUnit, double timeIncrement)`	Generate the JumpDiffusionEdge Instance Backwards from the specified Jump Diffusion Instance
`JumpDiffusionEdge[]`	DiffusionEvolver.`incrementSequence(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit[] jumpDiffusionEdgeUnitArray, double timeIncrement)`	Generate the Array of Adjacent JumpDiffusionEdge from the specified Random Variate Array
`JumpDiffusionEdge`	DiffusionEvolver.`jumpIncrement(JumpDiffusionVertex jumpDiffusionVertex, double timeIncrement)`	Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and a Jump Driver
`JumpDiffusionEdge`	DiffusionEvolver.`jumpWeinerIncrement(JumpDiffusionVertex jumpDiffusionVertex, double timeIncrement)`	Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and Jump/Weiner Drivers
`static JumpDiffusionEdge`	JumpDiffusionEdge.`Standard(double start, double deterministic, double diffusionStochastic, boolean jumpOccurred, double hazardRate, double hazardIntegral, double jumpTarget, double timeIncrement, double unitDiffusion, double unitJump)`	Construct the Standard JumpDiffusionEdge Instance #1
`static JumpDiffusionEdge`	JumpDiffusionEdge.`Standard(double start, double deterministic, double diffusionStochastic, StochasticEdgeJump stochasticEdgeJump, JumpDiffusionEdgeUnit unit)`	Construct the Standard JumpDiffusionEdge Instance #2
`JumpDiffusionEdge`	DiffusionEvolver.`weinerIncrement(JumpDiffusionVertex jumpDiffusionVertex, double timeIncrement)`	Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and a Weiner Driver
`JumpDiffusionEdge`	DiffusionEvolver.`weinerJumpIncrement(JumpDiffusionVertex jumpDiffusionVertex, double timeIncrement)`	Generate the Adjacent JumpDiffusionEdge Instance from the specified Random Variate and Weiner/Jump Drivers