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 uses exponential discounting.

Constructor Summary

Constructors

Constructor	Description
DICEModel(TimeDiscretization timeDiscretization, UnaryOperator<Double> abatementFunction)
DICEModel(TimeDiscretization timeDiscretization, UnaryOperator<Double> abatementFunction, UnaryOperator<Double> savingsRateFunction, double discountRate)
DICEModel(TimeDiscretization timeDiscretization, UnaryOperator<Double> abatementFunction, UnaryOperator<Double> savingsRateFunction, double discountRate, Map<String,Object> modelProperties)	Create the model.

Method Summary

Modifier and Type	Method	Description
RandomVariable[]	getAbatement()
RandomVariable	getAbatementCost()
RandomVariable[]	getAbatementCosts()
AbatementModel	getAbatementModel()
CarbonConcentration[]	getCarbonConcentration()
RandomVariable[]	getConsumptions()
RandomVariable[]	getDamage()
RandomVariable	getDamageCost()
RandomVariable[]	getDamageCosts()
RandomVariable	getDisocuntFactor(double time)
RandomVariable[]	getEmission()
RandomVariable[]	getGDP()
RandomVariable	getNumeraire(double time)
SavingsRateModel	getSavingsRateModel()
Temperature[]	getTemperature()
RandomVariable	getTemperature(double time)	The temperature (scenario vector) at a given time.
TimeDiscretization	getTimeDiscretization()
RandomVariable	getValue()	The aggregated (discounted) value.
RandomVariable[]	getValues()	The random vector of un-discounted values (utilities).

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,
 Map<String,Object> modelProperties)

Create the model.

Parameters:

timeDiscretization - The time discretization to be used.

abatementFunction - Abatement function \( t \mapsto \mu(t) \)

savingsRateFunction - Savings rate function \( t \mapsto s(t) \)

discountRate - Constant exponential disocunt rate r

modelProperties - A key value map of optional model properties or parameters.

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 aggregated (discounted) value.

Specified by:

getValue in interface ClimateModel

Returns:

The value (scenario wise).

getValues

public RandomVariable[] getValues()

Description copied from interface: ClimateModel

The random vector of un-discounted values (utilities).

Specified by:

getValues in interface ClimateModel

Returns:

random vector of un-discounted values (utilities).

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

getConsumptions

public RandomVariable[] getConsumptions()

Specified by:

getConsumptions in interface ClimateModel

getAbatementCosts

public RandomVariable[] getAbatementCosts()

Specified by:

getAbatementCosts in interface ClimateModel

getAbatementCost

public RandomVariable getAbatementCost()

Specified by:

getAbatementCost in interface ClimateModel

getDamageCosts

public RandomVariable[] getDamageCosts()

Specified by:

getDamageCosts in interface ClimateModel

getDamageCost

public RandomVariable getDamageCost()

Specified by:

getDamageCost in interface ClimateModel

getNumeraire

public RandomVariable getNumeraire(double time)

Specified by:

getNumeraire in interface ClimateModel

getAbatementModel

public AbatementModel getAbatementModel()

Specified by:

getAbatementModel in interface ClimateModel

getSavingsRateModel

public SavingsRateModel getSavingsRateModel()

Specified by:

getSavingsRateModel in interface ClimateModel

getDisocuntFactor

public RandomVariable getDisocuntFactor(double time)