Package net.finmath.stochastic

Interfaces specifying operations on random variables.

See: Description

Interface Summary

Interface	Description
ConditionalExpectationEstimatorInterface	The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( · | Z ) for a fixed Z.
RandomVariableAccumulatorInterface	The interface implemented by a mutable random variable accumulator.
RandomVariableInterface	This interface describes the methods implemented by an immutable random variable, i.e.

Class Summary

Class	Description
Scalar	A scalar value implementing the RandomVariableInterface.

Package net.finmath.stochastic Description

Interfaces specifying operations on random variables.