Uses of Class
org.drip.measure.realization.JumpDiffusionEdgeUnit
| Package | Description |
|---|---|
| org.drip.measure.realization |
Stochastic Jump Diffusion Vertex Edge
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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[] timeIncrementArray, double[] diffusionRealizationArray)Generate an Array of JumpDiffusionEdgeUnit Realizations #1static JumpDiffusionEdgeUnitJumpDiffusionEdgeUnit. GaussianDiffusion(double timeIncrement)Generate a JumpDiffusionEdgeUnit Gaussian Diffusion Realization Instancestatic JumpDiffusionEdgeUnitJumpDiffusionEdgeUnit. GaussianJump(double timeIncrement)Generate a JumpDiffusionEdgeUnit Gaussian Jump Realizationstatic JumpDiffusionEdgeUnit[]JumpDiffusionEdgeUnit. Jump(double[] timeIncrementArray, double[] jumpRealizationArray)Generate an Array of JumpDiffusionEdgeUnit Realizations #2static JumpDiffusionEdgeUnit[]JumpDiffusionEdgeUnit. JumpDiffusion(double[] timeIncrementArray, double[] diffusionRealizationArray, double[] jumpRealizationArray)Generate an Array of JumpDiffusionEdgeUnit Realizations #3static JumpDiffusionEdgeUnitJumpDiffusionEdgeUnit. UniformDiffusion(double timeIncrement)Generate a JumpDiffusionEdgeUnit Uniform Diffusion Instancestatic JumpDiffusionEdgeUnitJumpDiffusionEdgeUnit. UniformJump(double timeIncrement)Generate a JumpDiffusionEdgeUnit Uniform Jump RealizationMethods in org.drip.measure.realization with parameters of type JumpDiffusionEdgeUnit Modifier and Type Method Description JumpDiffusionEdgeDiffusionEvolver. increment(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit jumpDiffusionEdgeUnit, double timeIncrement)Generate the JumpDiffusionEdge Instance from the specified Jump Diffusion InstanceJumpDiffusionEdgeJumpDiffusionEvolver. increment(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit jumpDiffusionEdgeUnit, double timeIncrement)Generate the JumpDiffusionEdge Instance from the specified Jump Diffusion InstanceJumpDiffusionEdgeDiffusionEvolver. incrementReverse(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit jumpDiffusionEdgeUnit, double timeIncrement)Generate the JumpDiffusionEdge Instance Backwards from the specified Jump Diffusion InstanceJumpDiffusionEdge[]DiffusionEvolver. incrementSequence(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit[] jumpDiffusionEdgeUnitArray, double timeIncrement)Generate the Array of Adjacent JumpDiffusionEdge from the specified Random Variate Arraystatic JumpDiffusionEdgeJumpDiffusionEdge. Standard(double start, double deterministic, double diffusionStochastic, StochasticEdgeJump stochasticEdgeJump, JumpDiffusionEdgeUnit unit)Construct the Standard JumpDiffusionEdge Instance #2JumpDiffusionVertex[]DiffusionEvolver. vertexSequence(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit[] jumpDiffusionEdgeUnitArray, double timeIncrement)Generate the Array of JumpDiffusionVertex Snaps from the specified Random Variate ArrayJumpDiffusionVertex[]DiffusionEvolver. vertexSequence(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit[] jumpDiffusionEdgeUnitArray, double[] timeIncrementArray)Generate the Array of JumpDiffusionVertex Snaps from the specified Random Variate ArrayJumpDiffusionVertex[]DiffusionEvolver. vertexSequenceReverse(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit[] jumpDiffusionEdgeUnitArray, double[] timeIncrementArray)Generate the Array of JumpDiffusionVertex Snaps Backwards from the specified Random Variate ArrayConstructors in org.drip.measure.realization with parameters of type JumpDiffusionEdgeUnit Constructor Description JumpDiffusionEdge(double start, double deterministic, StochasticEdgeDiffusion stochasticEdgeDiffusion, StochasticEdgeJump stochasticEdgeJump, JumpDiffusionEdgeUnit unit)JumpDiffusionEdge Constructor