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

Packages that use JumpDiffusionVertex

Package	Description
org.drip.measure.dynamics	Jump Diffusion Evolution Evaluator Variants
org.drip.measure.realization	Stochastic Jump Diffusion Vertex Edge

Uses of JumpDiffusionVertex in org.drip.measure.dynamics

Methods in org.drip.measure.dynamics with parameters of type JumpDiffusionVertex

Modifier and Type	Method	Description
double	LocalEvaluator.value(JumpDiffusionVertex jumpDiffusionVertex)	Determine the Value of the Evolution Function from the given Random Variate and Time

Uses of JumpDiffusionVertex in org.drip.measure.realization

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

Modifier and Type	Method	Description
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

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

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
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
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