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

Packages that use JumpDiffusionEdgeUnit

Package	Description
org.drip.measure.realization	Stochastic Jump Diffusion Vertex Edge

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 #1
static JumpDiffusionEdgeUnit	JumpDiffusionEdgeUnit.GaussianDiffusion(double timeIncrement)	Generate a JumpDiffusionEdgeUnit Gaussian Diffusion Realization Instance
static JumpDiffusionEdgeUnit	JumpDiffusionEdgeUnit.GaussianJump(double timeIncrement)	Generate a JumpDiffusionEdgeUnit Gaussian Jump Realization
static JumpDiffusionEdgeUnit[]	JumpDiffusionEdgeUnit.Jump(double[] timeIncrementArray, double[] jumpRealizationArray)	Generate an Array of JumpDiffusionEdgeUnit Realizations #2
static JumpDiffusionEdgeUnit[]	JumpDiffusionEdgeUnit.JumpDiffusion(double[] timeIncrementArray, double[] diffusionRealizationArray, double[] jumpRealizationArray)	Generate an Array of JumpDiffusionEdgeUnit Realizations #3
static JumpDiffusionEdgeUnit	JumpDiffusionEdgeUnit.UniformDiffusion(double timeIncrement)	Generate a JumpDiffusionEdgeUnit Uniform Diffusion Instance
static JumpDiffusionEdgeUnit	JumpDiffusionEdgeUnit.UniformJump(double timeIncrement)	Generate a JumpDiffusionEdgeUnit Uniform Jump Realization

Methods in org.drip.measure.realization with parameters of type JumpDiffusionEdgeUnit

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
static JumpDiffusionEdge	JumpDiffusionEdge.Standard(double start, double deterministic, double diffusionStochastic, StochasticEdgeJump stochasticEdgeJump, JumpDiffusionEdgeUnit unit)	Construct the Standard JumpDiffusionEdge Instance #2
JumpDiffusionVertex[]	DiffusionEvolver.vertexSequence(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit[] jumpDiffusionEdgeUnitArray, double timeIncrement)	Generate the Array of JumpDiffusionVertex Snaps from the specified Random Variate Array
JumpDiffusionVertex[]	DiffusionEvolver.vertexSequence(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit[] jumpDiffusionEdgeUnitArray, double[] timeIncrementArray)	Generate the Array of JumpDiffusionVertex Snaps from the specified Random Variate Array
JumpDiffusionVertex[]	DiffusionEvolver.vertexSequenceReverse(JumpDiffusionVertex jumpDiffusionVertex, JumpDiffusionEdgeUnit[] jumpDiffusionEdgeUnitArray, double[] timeIncrementArray)	Generate the Array of JumpDiffusionVertex Snaps Backwards from the specified Random Variate Array

Constructors 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