Uses of Class
org.drip.measure.realization.JumpDiffusionEdgeUnit
Package | Description |
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org.drip.measure.process |
Jump Diffusion Evolver Process Variants
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org.drip.measure.realization |
Stochastic Jump Diffusion Vertex Edge
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Uses of JumpDiffusionEdgeUnit in org.drip.measure.process
Methods in org.drip.measure.process with parameters of type JumpDiffusionEdgeUnit Modifier and Type Method Description JumpDiffusionEdge
DiffusionEvolver. increment(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit jdeu, double dblTimeIncrement)
Generate the JumpDiffusionEdge Instance from the specified Jump Diffusion InstanceJumpDiffusionEdge
JumpDiffusionEvolver. increment(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit ur, double dblTimeIncrement)
JumpDiffusionEdge
DiffusionEvolver. incrementReverse(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit jdeu, double dblTimeIncrement)
Generate the JumpDiffusionEdge Instance Backwards from the specified Jump Diffusion InstanceJumpDiffusionEdge[]
DiffusionEvolver. incrementSequence(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit[] aJDEU, double dblTimeIncrement)
Generate the Array of Adjacent JumpDiffusionEdge from the specified Random Variate ArrayJumpDiffusionVertex[]
DiffusionEvolver. vertexSequence(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit[] aJDEU, double dblTimeIncrement)
Generate the Array of JumpDiffusionVertex Snaps from the specified Random Variate ArrayJumpDiffusionVertex[]
DiffusionEvolver. vertexSequence(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit[] aJDEU, double[] adblTimeIncrement)
Generate the Array of JumpDiffusionVertex Snaps from the specified Random Variate ArrayJumpDiffusionVertex[]
DiffusionEvolver. vertexSequenceReverse(JumpDiffusionVertex jdv, JumpDiffusionEdgeUnit[] aJDEU, double[] adblTimeIncrement)
Generate the Array of JumpDiffusionVertex Snaps Backwards from the specified Random Variate Array -
Uses of JumpDiffusionEdgeUnit in org.drip.measure.realization
Methods in org.drip.measure.realization that return JumpDiffusionEdgeUnit Modifier and Type Method Description static JumpDiffusionEdgeUnit[]
JumpDiffusionEdgeUnit. Diffusion(double[] adblTimeIncrement, double[] adblDiffusionRealization)
Generate an Array of R^1 Diffusion Realizationsstatic JumpDiffusionEdgeUnit
JumpDiffusionEdgeUnit. GaussianDiffusion(double dblTimeIncrement)
Generate a R^1 Gaussian Diffusion Realizationstatic JumpDiffusionEdgeUnit
JumpDiffusionEdgeUnit. GaussianJump(double dblTimeIncrement)
Generate a R^1 Gaussian Jump Realizationstatic JumpDiffusionEdgeUnit[]
JumpDiffusionEdgeUnit. Jump(double[] adblTimeIncrement, double[] adblJumpRealization)
Generate an Array of R^1 Jump Realizationsstatic JumpDiffusionEdgeUnit[]
JumpDiffusionEdgeUnit. JumpDiffusion(double[] adblTimeIncrement, double[] adblDiffusionRealization, double[] adblJumpRealization)
Generate an Array of R^1 Jump Diffusion Realizationsstatic JumpDiffusionEdgeUnit
JumpDiffusionEdgeUnit. UniformDiffusion(double dblTimeIncrement)
Generate a R^1 Uniform Diffusion Realizationstatic JumpDiffusionEdgeUnit
JumpDiffusionEdgeUnit. UniformJump(double dblTimeIncrement)
Generate a R^1 Uniform Jump RealizationMethods in org.drip.measure.realization with parameters of type JumpDiffusionEdgeUnit Modifier and Type Method Description static JumpDiffusionEdge
JumpDiffusionEdge. Standard(double dblStart, double dblDeterministic, double dblDiffusionStochastic, StochasticEdgeJump sej, JumpDiffusionEdgeUnit jdeu)
Construct the Standard JumpDiffusionEdge InstanceConstructors in org.drip.measure.realization with parameters of type JumpDiffusionEdgeUnit Constructor Description JumpDiffusionEdge(double dblStart, double dblDeterministic, StochasticEdgeDiffusion sed, StochasticEdgeJump sej, JumpDiffusionEdgeUnit jdeu)
JumpDiffusionEdge Constructor