Package org.drip.measure.stochastic

R1 R1 To R1 Process
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    R1R1ToR1
    R1R1ToR1 interface exposes the stubs for the evaluation of the objective function and its derivatives for a R1 Deterministic + R1 Random To R1 Stochastic Function with one Random Component.
  • Class Summary
    Class Description
    LabelBase
    LabelBase is the Base Class that holds the Labeled Latent State Vertex Content.
    LabelCorrelation
    LabelCorrelation holds the Correlations between any Stochastic Variates identified by their Labels.
    LabelCovariance
    LabelCovariance holds the Covariance between any Stochastic Variates identified by their Labels, as well as their Means.
    LabelRdVertex
    LabelRdVertex holds the Labeled Rd Multi-Factor Latent State Vertex Realizations.