public class MultivariateFtWt extends MultivariateFt
MultivariateFt
Constructor and Description |
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MultivariateFtWt()
Construct an empty filtration (no information).
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MultivariateFtWt(MultivariateFtWt that)
Copy constructor.
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Modifier and Type | Method and Description |
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MultivariateFtWt |
deepCopy()
The implementation returns an instance created from
this by the copy
constructor of the class, or just this if the instance itself is
immutable. |
void |
setDt(double dt)
Set the current time differential.
|
void |
setZt(Vector Zt)
Set the current value of the Gaussian innovation.
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double |
t()
Get the current time.
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Vector |
Wt()
Get the current value(s) of the driving Brownian motion(s).
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public MultivariateFtWt()
public MultivariateFtWt(MultivariateFtWt that)
that
- another Ftpublic MultivariateFtWt deepCopy()
DeepCopyable
this
by the copy
constructor of the class, or just this
if the instance itself is
immutable.deepCopy
in interface DeepCopyable
deepCopy
in class MultivariateFt
public double t()
public Vector Wt()
public void setDt(double dt)
MultivariateFt
setDt
in class MultivariateFt
dt
- the time differentialpublic void setZt(Vector Zt)
MultivariateFt
setZt
in class MultivariateFt
Zt
- the current Gaussian innovationCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.