net.finmath.fouriermethod.models

Interface ProcessCharacteristicFunctionInterface

All Known Implementing Classes:

BlackScholesModel

Functional Interface:

This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.

@FunctionalInterface
public interface ProcessCharacteristicFunctionInterface

Interface which has to be implemented by models providing the characteristic functions of stochastic processes.

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
CharacteristicFunctionInterface	apply(double time) Returns the characteristic function of X(t), where X is this stochastic process.

Method Detail

apply

CharacteristicFunctionInterface apply(double time)

Returns the characteristic function of X(t), where X is this stochastic process.

Parameters:

time - The time at which the stochastic process is observed.

Returns:

The characteristic function of X(t).