Uses of Class
net.finmath.montecarlo.process.LinearInterpolatedTimeDiscreteProcess
Packages that use LinearInterpolatedTimeDiscreteProcess
Package
Description
Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.
-
Uses of LinearInterpolatedTimeDiscreteProcess in net.finmath.montecarlo.process
Methods in net.finmath.montecarlo.process that return LinearInterpolatedTimeDiscreteProcessModifier 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.Methods in net.finmath.montecarlo.process with parameters of type LinearInterpolatedTimeDiscreteProcessModifier 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.