Module net.finmath.lib

Package net.finmath.stochastic

Interface RandomVariableAccumulator

All Superinterfaces:

RandomVariable, Serializable

public interface RandomVariableAccumulator
extends RandomVariable

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	Description
void	accumulate(double time, RandomVariable randomVariable)
void	accumulate(RandomVariable randomVariable)
RandomVariable	get()
RandomVariable	get(double fromTime, double toTime)

Methods inherited from interface net.finmath.stochastic.RandomVariable

abs, accrue, add, add, addProduct, addProduct, addRatio, addSumProduct, addSumProduct, apply, apply, apply, appy, average, bus, bus, cache, cap, cap, choose, cos, covariance, discount, div, div, doubleValue, equals, exp, expectation, expm1, floor, floor, get, getAverage, getAverage, getConditionalExpectation, getFiltrationTime, getHistogram, getHistogram, getMax, getMin, getOperator, getQuantile, getQuantile, getQuantileExpectation, getRealizations, getRealizationsStream, getSampleVariance, getStandardDeviation, getStandardDeviation, getStandardError, getStandardError, getTypePriority, getValues, getVariance, getVariance, invert, isDeterministic, isNaN, log, mult, mult, pow, sin, size, sqrt, squared, sub, sub, subRatio, variance, vid, vid

Method Detail

accumulate

void accumulate(RandomVariable randomVariable)

accumulate

void accumulate(double time,
                RandomVariable randomVariable)

get

RandomVariable get()

get

RandomVariable get(double fromTime,
                   double toTime)