Class PlotProcess2D

  • All Implemented Interfaces:
    Plot

    public class PlotProcess2D
    extends Object
    implements Plot
    Small convenient wrapper for JFreeChart line plot of a stochastic process.
    Author:
    Christian Fries
    • Constructor Detail

      • PlotProcess2D

        public PlotProcess2D​(net.finmath.time.TimeDiscretization timeDiscretization,
                             Named<DoubleFunction<net.finmath.stochastic.RandomVariable>> process,
                             int maxNumberOfPaths)
        Plot the first (maxNumberOfPaths) paths of a time discrete stochastic process.
        Parameters:
        timeDiscretization - The time discretization to be used for the x-axis.
        process - The stochastic process to be plotted against the y-axsis (the first n paths are plotted).
        maxNumberOfPaths - Maximum number of path (n) to be plotted.
      • PlotProcess2D

        public PlotProcess2D​(net.finmath.time.TimeDiscretization timeDiscretization,
                             DoubleFunction<net.finmath.stochastic.RandomVariable> process,
                             int maxNumberOfPaths)
        Plot the first (maxNumberOfPaths) paths of a time discrete stochastic process.
        Parameters:
        timeDiscretization - The time discretization to be used for the x-axis.
        process - The stochastic process to be plotted against the y-axsis (the first n paths are plotted).
        maxNumberOfPaths - Maximum number of path (n) to be plotted.
      • PlotProcess2D

        public PlotProcess2D​(net.finmath.time.TimeDiscretization timeDiscretization,
                             DoubleToRandomVariableFunction process,
                             int maxNumberOfPaths)
        Plot the first (maxNumberOfPaths) paths of a time discrete stochastic process.
        Parameters:
        timeDiscretization - The time discretization to be used for the x-axis.
        process - The stochastic process to be plotted against the y-axsis (the first n paths are plotted).
        maxNumberOfPaths - Maximum number of path (n) to be plotted.
      • PlotProcess2D

        public PlotProcess2D​(net.finmath.time.TimeDiscretization timeDiscretization,
                             Named<DoubleFunction<net.finmath.stochastic.RandomVariable>> process)
        Plot the first 100 paths of a time discrete stochastic process.
        Parameters:
        timeDiscretization - The time discretization to be used for the x-axis.
        process - The stochastic process to be plotted against the y-axsis.