public interface AbstractProcessInterface extends ProcessInterface
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() |
int |
getNumberOfFactors() |
int |
getNumberOfPaths() |
getMonteCarloWeights, getNumberOfComponents, getProcessValue, getTime, getTimeDiscretization, getTimeIndex
int getNumberOfPaths()
int getNumberOfFactors()
BrownianMotionInterface getBrownianMotion()
AbstractProcessInterface clone()
clone
in interface ProcessInterface
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