Package | Description |
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net.finmath.montecarlo.process |
Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.
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Modifier and Type | Method and Description |
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LinearInterpolatedTimeDiscreteProcess |
LinearInterpolatedTimeDiscreteProcess.add(LinearInterpolatedTimeDiscreteProcess process)
Create a new linear interpolated time discrete process by
using the time discretization of this process and the sum of this process and the given one
as its values.
|
LinearInterpolatedTimeDiscreteProcess |
LinearInterpolatedTimeDiscreteProcess.apply(UnivariateFunction function)
Create a new process consisting of the interpolation of the random variables obtained by
applying the given function to this process discrete set of random variables.
|
Modifier and Type | Method and Description |
---|---|
LinearInterpolatedTimeDiscreteProcess |
LinearInterpolatedTimeDiscreteProcess.add(LinearInterpolatedTimeDiscreteProcess process)
Create a new linear interpolated time discrete process by
using the time discretization of this process and the sum of this process and the given one
as its values.
|
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