public class Bt extends FiltrationFunction
FiltrationFunction that returns \(B(t_i)\),
the Brownian motion value at the i-th time point.Function.EvaluationException| Constructor and Description |
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Bt() |
| Modifier and Type | Method and Description |
|---|---|
double |
evaluate(int i)
Compute the function value at the i-th time point, \(f(\mathfrak{F_{t_i}})\).
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evaluate, Ft, getFt, setFtevaluatedimensionOfDomain, dimensionOfRangeclone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitdimensionOfDomain, dimensionOfRangepublic double evaluate(int i)
FiltrationFunctionevaluate in class FiltrationFunctioni - the index to timeCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.