PathRd

java.lang.Object

org.drip.state.sequence.PathRd

Direct Known Subclasses:: PathGovvie

public class PathRd
extends java.lang.Object

PathRd exposes the Functionality to generate a Sequence of the Path Vertex Latent State R^d Realizations across Multiple Paths.

Module = Product Core Module
Library = Fixed Income Analytics
Project = Latent State Inference and Creation Utilities
Package = Monte Carlo Path State Realizations

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

PathRd(double[] meanArray, double volatility, boolean logNormal)
PathRd Constructor

Method Summary

Modifier and Type	Method	Description
`int`	`dimension()`	Retrieve the R^d Dimension
`boolean`	`logNormal()`	Indicate if the Random Numbers are Gaussian/LogNormal
`double[]`	`mean()`	Retrieve the Array of Means
`double[][]`	`sequence(int pathCount)`	Generate the Sequence of Path Realizations
`double`	`volatility()`	Retrieve the Volatility

Methods inherited from class java.lang.Object

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

Constructor Details
- PathRd
  
  public PathRd(double[] meanArray, double volatility, boolean logNormal) throws java.lang.Exception
  
  PathRd Constructor
  
  Parameters:
  
  meanArray - Array of Means
  
  volatility - Volatility
  
  logNormal - TRUE - The Generated Random Numbers are Log Normal
  
  Throws:
  
  java.lang.Exception - Thrown if Inputs are Invalid
Method Details
- logNormal
  
  public boolean logNormal()
  
  Indicate if the Random Numbers are Gaussian/LogNormal
  
  Returns:
  
  TRUE - The Generated Random Numbers are Log Normal
- dimension
  
  public int dimension()
  
  Retrieve the R^d Dimension
  
  Returns:
  
  The R^d Dimension
- mean
  
  public double[] mean()
  
  Retrieve the Array of Means
  
  Returns:
  
  The Array of Means
- volatility
  
  public double volatility()
  
  Retrieve the Volatility
  
  Returns:
  
  The Volatility
- sequence
  
  public double[][] sequence(int pathCount)
  
  Generate the Sequence of Path Realizations
  
  Parameters:
  
  pathCount - Number of Paths
  
  Returns:
  
  The Sequence of Path Realizations