Uses of Class
net.finmath.montecarlo.process.LinearInterpolatedTimeDiscreteProcess
Package
Description
Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.
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Uses of LinearInterpolatedTimeDiscreteProcess in net.finmath.montecarlo.process
Modifier and TypeMethodDescriptionLinearInterpolatedTimeDiscreteProcess.add
(LinearInterpolatedTimeDiscreteProcess process) Create a new linear interpolated time discrete process by using the time discretization of this process and the sum of this process and the given one as its values.LinearInterpolatedTimeDiscreteProcess.apply
(DoubleUnaryOperator function) Create a new process consisting of the interpolation of the random variables obtained by applying the given function to this process discrete set of random variables.Modifier and TypeMethodDescriptionLinearInterpolatedTimeDiscreteProcess.add
(LinearInterpolatedTimeDiscreteProcess process) Create a new linear interpolated time discrete process by using the time discretization of this process and the sum of this process and the given one as its values.