Module net.finmath.lib

Package net.finmath.stochastic

Interfaces specifying operations on random variables. For implementation see also net.finmath.montecarlo e.g. RandomVariableFromDoubleArray.
Author:
Christian Fries
  • Interface Summary 
    Interface Description
    ConditionalExpectationEstimator
    The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( · | Z ) for a fixed Z.
    RandomOperator  
    RandomVariable
    This interface describes the methods implemented by an immutable random variable.
    RandomVariableAccumulator
    The interface implemented by a mutable random variable accumulator.
    RandomVariableArray
    An array of RandomVariable objects, implementing the RandomVariable interface.
  • Class Summary 
    Class Description
    RandomVariableArrayImplementation
    An implementation of RandomVariableArray implementing an array of RandomVariable objects, implementing the RandomVariable interface.
    Scalar
    A scalar value implementing the RandomVariable.