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 |
---|
Bt() |
Modifier and Type | Method and Description |
---|---|
double |
evaluate(int i)
Compute the function value at the i-th time point, \(f(\mathfrak{F_{t_i}})\).
|
evaluate, Ft, getFt, setFt
evaluate
dimensionOfDomain, dimensionOfRange
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
dimensionOfDomain, dimensionOfRange
public double evaluate(int i)
FiltrationFunction
evaluate
in class FiltrationFunction
i
- the index to timeCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.