Package org.drip.sample.measure

Lebesgue Measure Brownian Bridge Interpolation

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
BrownianBridgeConcave	BrownianBridgeConcave demonstrates using the Brownian Bridge Scheme to Interpolate Three Concave Value Points.
BrownianBridgeConvex	BrownianBridgeConvex demonstrates using the Brownian Bridge Scheme to Interpolate Three Convex Value Points.
BrownianBridgeLinear	BrownianBridgeLinear demonstrates using the Brownian Bridge Scheme to Interpolate Three Linear Value Points.
GaussianSequence	GaussianSequence demonstrates the Generation of R1 and Correlated/Uncorrelated Rd Gaussian Random Number Sequence.
PiecewiseDisplacedLebesgue	PiecewiseDisplacedLebesgue demonstrates the Generation, the Reconciliation, and the Usage of a Piece-wise Displaced Linear Lebesgue Measure.
PiecewiseLinearLebesgue	PiecewiseLinearLebesgue demonstrates the Generation, the Reconciliation, and the Usage of a Piece-wise Linear Lebesgue Measure.