Package org.drip.sample.numerical

Class PhaseTrackerComparison

java.lang.Object
org.drip.sample.numerical.PhaseTrackerComparison
public class PhaseTrackerComparison
extends java.lang.Object
PhaseTrackerComparison demonstrates the Log + Power Complex Number Phase Correction Functionality implemented by three different ways for the calculation of the Inverse Fourier Transforms. The sample problem chosen is the stochastic volatility evolution using the Heston Method.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    PhaseTrackerComparison()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] astrArgs)
    Entry Point

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • PhaseTrackerComparison

      public PhaseTrackerComparison()

  • Method Details

    • main

      public static final void main​(java.lang.String[] astrArgs) throws java.lang.Exception
      Entry Point
      Parameters:
      astrArgs - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation