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 ofRandomVariable
objects, implementing theRandomVariable
interface. -
Class Summary Class Description RandomVariableArrayImplementation An implementation ofRandomVariableArray
implementing an array ofRandomVariable
objects, implementing theRandomVariable
interface.Scalar A scalar value implementing the RandomVariable.