
 All Known Implementing Classes:
TenorFromArray
,TimeDiscretizationFromArray
public interface TimeDiscretization extends Iterable<Double>
 Version:
 1.0
 Author:
 Christian Fries


Method Summary
All Methods Instance Methods Abstract Methods Default Methods Modifier and Type Method Description default DoubleStream
doubleStream()
Return a DoubleStream of this time discretization.ArrayList<Double>
getAsArrayList()
Return a clone of this time discretization asArrayList<Double>
.double[]
getAsDoubleArray()
Return a clone of this time discretization asdouble[]
.int
getNumberOfTimes()
int
getNumberOfTimeSteps()
double
getTickSize()
Returns the smallest time span distinguishable in this time discretization.double
getTime(int timeIndex)
Returns the time for the given time index.int
getTimeIndex(double time)
Returns the time index for the given time.int
getTimeIndexNearestGreaterOrEqual(double time)
Returns the time index for the time in the time discretization which is the nearest to the given time, being greater or equal (i.e.int
getTimeIndexNearestLessOrEqual(double time)
Returns the time index for the time in the time discretization which is the nearest to the given time, being less or equal (i.e.TimeDiscretization
getTimeShiftedTimeDiscretization(double timeShift)
Return a new time discretization where all time points have been shifted by a given time shift.double
getTimeStep(int timeIndex)
Returns the time step from the given time index to the next one.TimeDiscretization
intersect(TimeDiscretization that)
Returns the intersection of this time discretization with another one.TimeDiscretization
union(TimeDiscretization that)
Returns the union of this time discretization with another one.
Methods inherited from interface java.lang.Iterable
forEach, iterator, spliterator




Method Detail

getNumberOfTimes
int getNumberOfTimes()
 Returns:
 Returns the number of time discretization points.

getNumberOfTimeSteps
int getNumberOfTimeSteps()
 Returns:
 Returns the number of time steps (= number of discretization points1).

getTime
double getTime(int timeIndex)
Returns the time for the given time index. Parameters:
timeIndex
 Time index Returns:
 Returns the time for a given time index.

getTimeStep
double getTimeStep(int timeIndex)
Returns the time step from the given time index to the next one. Parameters:
timeIndex
 Time index Returns:
 Returns the time step

getTimeIndex
int getTimeIndex(double time)
Returns the time index for the given time. If the given time is not in the time discretization the method returns a negative number being (insertionPoint1). Parameters:
time
 The time. Returns:
 Returns the time index for a given time.

getTimeIndexNearestLessOrEqual
int getTimeIndexNearestLessOrEqual(double time)
Returns the time index for the time in the time discretization which is the nearest to the given time, being less or equal (i.e. max(i : timeDiscretizationFromArray[i] ≤ time where timeDiscretizationFromArray[i] ≤ timeDiscretizationFromArray[j]). Parameters:
time
 Given time. Returns:
 Returns a time index

getTimeIndexNearestGreaterOrEqual
int getTimeIndexNearestGreaterOrEqual(double time)
Returns the time index for the time in the time discretization which is the nearest to the given time, being greater or equal (i.e. min(i : timeDiscretizationFromArray[i] ≥ time where timeDiscretizationFromArray[i] ≤ timeDiscretizationFromArray[j]). Parameters:
time
 Given time. Returns:
 Returns a time index

getAsDoubleArray
double[] getAsDoubleArray()
Return a clone of this time discretization asdouble[]
. Returns:
 The time discretization as
double[]

getAsArrayList
ArrayList<Double> getAsArrayList()
Return a clone of this time discretization asArrayList<Double>
. Note that this method is costly in terms of performance. Returns:
 The time discretization as
ArrayList<Double>

doubleStream
default DoubleStream doubleStream()
Return a DoubleStream of this time discretization. Returns:
 The time discretization as
DoubleStream

getTimeShiftedTimeDiscretization
TimeDiscretization getTimeShiftedTimeDiscretization(double timeShift)
Return a new time discretization where all time points have been shifted by a given time shift. Parameters:
timeShift
 A time shift applied to all discretization points. Returns:
 A new time discretization where all time points have been shifted by the given time shift.

union
TimeDiscretization union(TimeDiscretization that)
Returns the union of this time discretization with another one. This means that the times of the other time discretization will be added. In case the tick sizes differ the union will have the smaller tick size, i. e. the finer precision. Note that when the differing tick sizes are not integer multiples of each other time points might get shifted due to rounding; for examplea.intersect(a.union(b))
might not be equal toa
. Parameters:
that
 Another time discretization containing points to add to the time discretization. Returns:
 A new time discretization containing both the time points of this and the other discretization.

intersect
TimeDiscretization intersect(TimeDiscretization that)
Returns the intersection of this time discretization with another one. This means that all times not contained in the other time discretization will be removed. In case the tick sizes differ the intersection will have the greater tick size, i. e. the coarser precision. Note that when the differing tick sizes are not integer multiples of each other time points might get shifted due to rounding; for examplea.intersect(a.union(b))
might not be equal toa
. Parameters:
that
 Another time discretization containing points to add to the time discretization. Returns:
 A new time discretization containing both the time points of this and the other discretization.

getTickSize
double getTickSize()
Returns the smallest time span distinguishable in this time discretization. Returns:
 A nonnegative double containing the tick size.

