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.