public interface AbstractProcessInterface
AbstractModelInterface
:
AbstractModelInterface.getInitialState()
.
AbstractModelInterface.getDrift(int, net.finmath.stochastic.RandomVariableInterface[], net.finmath.stochastic.RandomVariableInterface[])
.
AbstractModelInterface.getFactorLoading(int, int, net.finmath.stochastic.RandomVariableInterface[])
.
AbstractModelInterface.applyStateSpaceTransform(int, net.finmath.stochastic.RandomVariableInterface)
.
The definition of the model.
Modifier and Type | Method and Description |
---|---|
AbstractProcessInterface |
clone()
Create and return a clone of this process.
|
BrownianMotionInterface |
getBrownianMotion() |
RandomVariableInterface |
getMonteCarloWeights(int timeIndex)
This method returns the weights of a weighted Monte Carlo method (the probability density).
|
int |
getNumberOfComponents() |
int |
getNumberOfFactors() |
int |
getNumberOfPaths() |
RandomVariableInterface |
getProcessValue(int timeIndex,
int component)
This method returns the realization of a component of the process at a certain time index.
|
double |
getTime(int timeIndex) |
TimeDiscretizationInterface |
getTimeDiscretization() |
int |
getTimeIndex(double time)
Returns the time index for a given simulation time.
|
RandomVariableInterface getProcessValue(int timeIndex, int component) throws CalculationException
timeIndex
- Time index at which the process should be observedcomponent
- Component index of the processRandomVariable
)CalculationException
- Thrown if the valuation fails, specific cause may be available via the cause()
method.RandomVariableInterface getMonteCarloWeights(int timeIndex) throws CalculationException
timeIndex
- Time index at which the process should be observedCalculationException
- Thrown if the valuation fails, specific cause may be available via the cause()
method.int getNumberOfComponents()
int getNumberOfPaths()
int getNumberOfFactors()
TimeDiscretizationInterface getTimeDiscretization()
double getTime(int timeIndex)
timeIndex
- Time index.int getTimeIndex(double time)
time
- The given simulation time.BrownianMotionInterface getBrownianMotion()
AbstractProcessInterface clone()
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