Module net.finmath.lib
Package net.finmath.time

Interface TimeDiscretization

All Superinterfaces:
Iterable<Double>
All Known Implementing Classes:
TenorFromArray, TimeDiscretizationFromArray
public interface TimeDiscretization extends Iterable<Double>
Interface to classes providing time discretization, i.e. a map \( i \mapsto t_{i} \) for i = 0, 1, 2, ..., n. Classes implementing this interface should provide convenient methods to transform an index to a time and a time to an index.
Version:
1.0
Author:
Christian Fries

  • Method Details

    • getNumberOfTimes

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

    • getNumberOfTimeSteps

      int getNumberOfTimeSteps()
      Returns:
      Returns the number of time steps (= number of discretization points-1).

    • 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 (-insertionPoint-1).
      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]) for i ≤ j.
      Parameters:
      time - Given time.
      Returns:
      Returns a time index or -1, if the given time is smaller than the this.getFirstTime().

    • 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]) for i ≤ j.
      Parameters:
      time - Given time.
      Returns:
      Returns a time index or getNumberOfTimes(), if the given time is smaller than the this.getLastTime().

    • getFirstTime

      default double getFirstTime()
      Returns the first time in the time discretization.
      Returns:
      The first time in the time discretization.

    • getLastTime

      default double getLastTime()
      Returns the last time in the time discretization.
      Returns:
      The last time in the time discretization.

    • getAsDoubleArray

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

    • getAsArrayList

      ArrayList<Double> getAsArrayList()
      Return a clone of this time discretization as ArrayList<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

    • getTickSize

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

    • filter

      default TimeDiscretization filter​(DoublePredicate timesToKeep)
      Create a new TimeDiscretization with a subset of this time discretization.
      Parameters:
      timesToKeep - True if the time point should belong to the new TimeDiscretization
      Returns:
      A TimeDiscretization with a subset of this time discretization.

    • 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 example a.intersect(a.union(b)) might not be equal to a.
      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 example a.intersect(a.union(b)) might not be equal to a.
      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.

    • 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.