public abstract class XtAdaptedFunction extends Object implements FtAdaptedFunction
Constructor and Description |
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XtAdaptedFunction() |
Modifier and Type | Method and Description |
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abstract double |
evaluate(double Xt)
Evaluate this function, f, based on only the current value of the stochastic process.
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double |
evaluate(Ft ft)
Evaluate this function, f, at time t.
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public abstract double evaluate(double Xt)
Xt
- the current value of the stochastic processpublic double evaluate(Ft ft)
FtAdaptedFunction
evaluate
in interface FtAdaptedFunction
ft
- the filtration at time tCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.