Module net.finmath.lib

Package net.finmath.climate.models.dice

Class DICEModel

java.lang.Object

net.finmath.climate.models.dice.DICEModel

All Implemented Interfaces:

ClimateModel

public class DICEModel
extends Object
implements ClimateModel

A simulation of a simplified DICE model (see net.finmath.climate.models.dice.DICEModelTest in src/test/java) for an example usage. The model just composes the sub-models (evolution equations and functions) from the package net.finmath.climate.models.dice.submodels. Note: The code makes some small simplification: it uses a constant savings rate and a constant external forcings.

Constructor Summary

Constructors

Constructor	Description
DICEModel(TimeDiscretization timeDiscretization, UnaryOperator<Double> abatementFunction)
DICEModel(TimeDiscretization timeDiscretization, UnaryOperator<Double> abatementFunction, UnaryOperator<Double> savingsRateFunction, double discountRate)

Method Summary

Modifier and Type	Method	Description
RandomVariable[]	getAbatement()
CarbonConcentration[]	getCarbonConcentration()
RandomVariable[]	getDamage()
RandomVariable[]	getEmission()
RandomVariable[]	getGDP()
Temperature[]	getTemperature()
RandomVariable	getTemperature(double time)	The temperature (scenario vector) at a given time.
TimeDiscretization	getTimeDiscretization()
RandomVariable	getValue()	The value (scenario vector) (discounted)
RandomVariable[]	getValues()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

DICEModel

public DICEModel(TimeDiscretization timeDiscretization,
 UnaryOperator<Double> abatementFunction,
 UnaryOperator<Double> savingsRateFunction,
 double discountRate)

DICEModel

public DICEModel(TimeDiscretization timeDiscretization,
 UnaryOperator<Double> abatementFunction)

Method Details

getTimeDiscretization

public TimeDiscretization getTimeDiscretization()

Specified by:

getTimeDiscretization in interface ClimateModel

Returns:

the time discretization associated with this model.

getTemperature

public RandomVariable getTemperature(double time)

Description copied from interface: ClimateModel

The temperature (scenario vector) at a given time.

Specified by:

getTemperature in interface ClimateModel

Parameters:

time - The observation time.

Returns:

The temperature (scenario vector) at a given time.

getValue

public RandomVariable getValue()

Description copied from interface: ClimateModel

The value (scenario vector) (discounted)

Specified by:

getValue in interface ClimateModel

Returns:

The value (scenario vector).

getValues

public RandomVariable[] getValues()

Specified by:

getValues in interface ClimateModel

getAbatement

public RandomVariable[] getAbatement()

Specified by:

getAbatement in interface ClimateModel

getEmission

public RandomVariable[] getEmission()

Specified by:

getEmission in interface ClimateModel

getCarbonConcentration

public CarbonConcentration[] getCarbonConcentration()

Specified by:

getCarbonConcentration in interface ClimateModel

getTemperature

public Temperature[] getTemperature()

Specified by:

getTemperature in interface ClimateModel

getDamage

public RandomVariable[] getDamage()

Specified by:

getDamage in interface ClimateModel

getGDP

public RandomVariable[] getGDP()

Specified by:

getGDP in interface ClimateModel