Package net.finmath.stochastic
package net.finmath.stochastic
Interfaces specifying operations on random variables. For implementation see also
net.finmath.montecarlo e.g. RandomVariableFromDoubleArray.- Author:
- Christian Fries
-
ClassDescriptionThe interface which has to be implemented by a fixed conditional expectation operator, i.e., E( · | Z ) for a fixed Z.This interface describes the methods implemented by an immutable random variable.The interface implemented by a mutable random variable accumulator.An array of
RandomVariableobjects, implementing theRandomVariableinterface.An implementation ofRandomVariableArrayimplementing an array ofRandomVariableobjects, implementing theRandomVariableinterface.A scalar value implementing the RandomVariable.