net.finmath.time

Interface TimeDiscretizationInterface

All Superinterfaces:

Iterable<Double>

All Known Implementing Classes:

Tenor, TimeDiscretization

public interface TimeDiscretizationInterface
extends Iterable<Double>

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
ArrayList<Double>	getAsArrayList() Return a clone of this time discretization as ArrayList<Double>.
double[]	getAsDoubleArray() Return a clone of this time discretization as double[].
int	getNumberOfTimes()
int	getNumberOfTimeSteps()
double	getTime(int timeIndex) Returns the time for the given time index.
int	getTimeIndex(double time) Returns the time index for the given time.
int	getTimeIndexNearestGreaterOrEqual(double time) Returns the time index for the time in the time discretization which is the nearest to the given time, being greater or equal (i.e. min(i : timeDiscretization[i] ≥ time where timeDiscretization[i] ≤ timeDiscretization[j]).
int	getTimeIndexNearestLessOrEqual(double time) Returns the time index for the time in the time discretization which is the nearest to the given time, being less or equal (i.e. max(i : timeDiscretization[i] ≤ time where timeDiscretization[i] ≤ timeDiscretization[j]).
TimeDiscretizationInterface	getTimeShiftedTimeDiscretization(double timeShift) Return a new time discretization where all time points have been shifted by a given time shift.
double	getTimeStep(int timeIndex) Returns the time step from the given time index to the next one.

Methods inherited from interface java.lang.Iterable

forEach, iterator, spliterator

Method Detail

getNumberOfTimes

int getNumberOfTimes()

Returns:

Returns the number of time discretization points.

getNumberOfTimeSteps

int getNumberOfTimeSteps()

Returns:

Returns the number of time steps (= number of discretization points-1).

getTime

double getTime(int timeIndex)

Returns the time for the given time index.

Parameters:

timeIndex - Time index

Returns:

Returns the time for a given time index.

getTimeStep

double getTimeStep(int timeIndex)

Returns the time step from the given time index to the next one.

Parameters:

timeIndex - Time index

Returns:

Returns the time step

getTimeIndex

int getTimeIndex(double time)

Returns the time index for the given time. If the given time is not in the time discretization the method returns a negative number being (-insertionPoint-1).

Parameters:

time - The time.

Returns:

Returns the time index for a given time.

getTimeIndexNearestLessOrEqual

int getTimeIndexNearestLessOrEqual(double time)

Returns the time index for the time in the time discretization which is the nearest to the given time, being less or equal (i.e. max(i : timeDiscretization[i] ≤ time where timeDiscretization[i] ≤ timeDiscretization[j]).

Parameters:

time - Given time.

Returns:

Returns a time index

getTimeIndexNearestGreaterOrEqual

int getTimeIndexNearestGreaterOrEqual(double time)

Returns the time index for the time in the time discretization which is the nearest to the given time, being greater or equal (i.e. min(i : timeDiscretization[i] ≥ time where timeDiscretization[i] ≤ timeDiscretization[j]).

Parameters:

time - Given time.

Returns:

Returns a time index

getAsDoubleArray

double[] getAsDoubleArray()

Return a clone of this time discretization as double[].

Returns:

The time discretization as double[]

getAsArrayList

ArrayList<Double> getAsArrayList()

Return a clone of this time discretization as ArrayList<Double>. Note that this method is costly in terms of performance.

Returns:

The time discretization as ArrayList<Double>

getTimeShiftedTimeDiscretization

TimeDiscretizationInterface getTimeShiftedTimeDiscretization(double timeShift)

Return a new time discretization where all time points have been shifted by a given time shift.

Parameters:

timeShift - A time shift applied to all discretization points.

Returns:

A new time discretization where all time points have been shifted by the given time shift.