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- 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
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description void
accumulate(double time, RandomVariable randomVariable)
void
accumulate(RandomVariable randomVariable)
RandomVariable
get()
RandomVariable
get(double fromTime, double toTime)
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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
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Method Detail
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accumulate
void accumulate(RandomVariable randomVariable)
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accumulate
void accumulate(double time, RandomVariable randomVariable)
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get
RandomVariable get()
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get
RandomVariable get(double fromTime, double toTime)
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