com.numericalmethod.suanshu.stats.stochasticprocess.timepoints
Class UnitGrid

java.lang.Object
  com.numericalmethod.suanshu.stats.stochasticprocess.timepoints.UnitGrid

All Implemented Interfaces:

TimeGrid

public class UnitGrid
extends java.lang.Object
implements TimeGrid

This class represents the discrete time points [0, 1, ......, N] for a stochastic process.

Field Summary

int	N the number of time points

Constructor Summary

UnitGrid(int N)
Construct a time grid with time interval 1 between any two successive time points.

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

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

N

public final int N

the number of time points

Constructor Detail

UnitGrid

public UnitGrid(int N)

Construct a time grid with time interval 1 between any two successive time points.

Parameters:

N - the number of time points

Method Detail

size

public int size()

Description copied from interface: TimeGrid

the number of time points

Specified by:

size in interface TimeGrid

Returns:

the number of time points

t

public double t(int i)

the i-th time point in the time grid discretization

i ∈ [1, N + 1].

Specified by:

t in interface TimeGrid

Parameters:

i - the index

Returns:

the i-th time

T

public double T()

Description copied from interface: TimeGrid

the last time point available

Specified by:

T in interface TimeGrid

Returns:

the last time point available