Package org.drip.measure.realization

Stochastic Jump Diffusion Vertex Edge

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
DiffusionEvolver	DiffusionEvolver implements the Functionality that guides the Single Factor R1 Diffusion Random Process Variable Evolution.
JumpDiffusionEdge	JumpDiffusionEdge implements the Deterministic and the Stochastic Components of a Rd Marginal Random Increment Edge as well the Original Marginal Random Variate.
JumpDiffusionEdgeUnit	JumpDiffusionEdgeUnit holds the Jump Diffusion Rd Unit Edge Realizations.
JumpDiffusionEvolver	JumpDiffusionEvolver implements the Functionality that guides the Single Factor R1 Jump Diffusion Random Process Variable Evolution.
JumpDiffusionVertex	JumpDiffusionVertex holds the Snapshot Values of the Realized Rd Variable - its Value, whether it has terminated, and the Cumulative Hazard Integral - and Time.
StochasticEdgeDiffusion	StochasticEdgeDiffusion holds the Edge of the Diffusion Stochastic Evaluator Outcome.
StochasticEdgeJump	StochasticEdgeJump holds the Edge of the Jump Stochastic Evaluator Outcome.
VertexRdSequence	VertexRdSequence holds the Rd Realizations at the Individual Vertexes.