Class XtAdaptedFunction

    • Constructor Detail

      • XtAdaptedFunction

        public XtAdaptedFunction()
    • Method Detail

      • evaluate

        public abstract double evaluate​(double Xt)
        Evaluate this function, f, based on only the current value of the stochastic process.
        Parameters:
        Xt - the current value of the stochastic process
        Returns:
        f(Xt)
      • evaluate

        public double evaluate​(Ft ft)
        Description copied from interface: FtAdaptedFunction
        Evaluate this function, f, at time t.
        Specified by:
        evaluate in interface FtAdaptedFunction
        Parameters:
        ft - the filtration at time t
        Returns:
        f(t) = f(Ft)