Class FtWt

  • All Implemented Interfaces:
    DeepCopyable

    public class FtWt
    extends Ft
    This is a filtration implementation that includes the path-dependent information, Wt.
    See Also:
    Ft
    • Constructor Summary

      Constructors 
      Constructor Description
      FtWt()
      Construct an empty filtration (no information).
      FtWt​(FtWt that)
      Copy constructor.
    • Constructor Detail

      • FtWt

        public FtWt()
        Construct an empty filtration (no information).
      • FtWt

        public FtWt​(FtWt that)
        Copy constructor.
        Parameters:
        that - another Ft
    • Method Detail

      • deepCopy

        public FtWt deepCopy()
        Description copied from interface: DeepCopyable
        The implementation returns an instance created from this by the copy constructor of the class, or just this if the instance itself is immutable.
        Specified by:
        deepCopy in interface DeepCopyable
        Overrides:
        deepCopy in class Ft
        Returns:
        an independent (deep) copy of the instance
      • t

        public double t()
        Get the current time.
        Returns:
        the current time
      • Wt

        public double Wt()
        Get the current value of the driving Brownian motion.
        Returns:
        the current value of the driving Brownian motion
      • setDt

        public void setDt​(double dt)
        Description copied from class: Ft
        Set the current time differential.
        Overrides:
        setDt in class Ft
        Parameters:
        dt - the time differential
      • setZt

        public void setZt​(double Zt)
        Description copied from class: Ft
        Set the current value of the Gaussian innovation.
        Overrides:
        setZt in class Ft
        Parameters:
        Zt - the current Gaussian innovation