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
  • Class
    Description
    The 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 RandomVariable objects, implementing the RandomVariable interface.
    An implementation of RandomVariableArray implementing an array of RandomVariable objects, implementing the RandomVariable interface.
    A scalar value implementing the RandomVariable.