net.finmath.stochastic

Interface RandomVariableAccumulatorInterface

All Superinterfaces:

RandomVariableInterface, Serializable

public interface RandomVariableAccumulatorInterface
extends RandomVariableInterface

The interface implemented by a mutable random variable accumulator. An object of this class accumulates other random variables. The classical application is the accumulation of discounted cash flows.

Version:

1.3

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
void	accumulate(double time, RandomVariableInterface randomVariable)
void	accumulate(RandomVariableInterface randomVariable)
RandomVariableInterface	get()
RandomVariableInterface	get(double fromTime, double toTime)

Methods inherited from interface net.finmath.stochastic.RandomVariableInterface

abs, accrue, add, add, addProduct, addProduct, addRatio, addSumProduct, apply, apply, apply, average, barrier, barrier, cache, cap, cap, cos, discount, div, div, doubleValue, equals, exp, floor, floor, get, getAverage, getAverage, getConditionalExpectation, getFiltrationTime, getHistogram, getHistogram, getMax, getMin, getOperator, getQuantile, getQuantile, getQuantileExpectation, getRealizations, getRealizationsStream, getSampleVariance, getStandardDeviation, getStandardDeviation, getStandardError, getStandardError, getVariance, getVariance, invert, isDeterministic, isNaN, log, mult, mult, pow, sin, size, sqrt, squared, sub, sub, subRatio

Method Detail

accumulate

void accumulate(RandomVariableInterface randomVariable)

accumulate

void accumulate(double time,
                RandomVariableInterface randomVariable)

get

RandomVariableInterface get()

get

RandomVariableInterface get(double fromTime,
                            double toTime)