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.
RandomVariableArray	An array of RandomVariableInterface objects, implementing the RandomVariableInterface interface.
RandomVariableInterface	This interface describes the methods implemented by an immutable random variable, i.e.

Class Summary

Class	Description
RandomVariableArrayImplementation	An implementation of RandomVariableArray implementing an array of RandomVariableInterface objects, implementing the RandomVariableInterface interface.
Scalar	A scalar value implementing the RandomVariableInterface.

Package net.finmath.stochastic Description

Interfaces specifying operations on random variables.

Author:

Christian Fries