com.numericalmethod.suanshu.stats.stochasticprocess.timepoints
Interface TimeGrid

All Known Implementing Classes:

EvenlySpacedGrid, UnitGrid

public interface TimeGrid

This interface represents the discrete time points in [t₁, t_n = T] for a stochastic process.

Method Summary

int	size() the number of time points
double	T() the last time point available
double	t(int i) the i-th time point in the time grid discretization

Method Detail

size

int size()

the number of time points

Returns:

the number of time points

t

double t(int i)

the i-th time point in the time grid discretization

Parameters:

i - the index to the grid point

Returns:

t_i

T

double T()

the last time point available

Returns:

the last time point available