Interface FtAdaptedRealFunction


  • public interface FtAdaptedRealFunction
    This represents an Ft-adapted function that depends on X(t), B(t), or even on the whole past path of B(s), s ≤ t.
    • Method Detail

      • evaluate

        double evaluate​(MultivariateFt ft)
        Evaluate this function, f, at time t.
        Parameters:
        ft - the filtration at time t
        Returns:
        f(t) = f(Ft)