com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration
Class F_sum_tBtDt

java.lang.Object
  com.numericalmethod.suanshu.analysis.function.rn2r1.UnivariateRealFunction
      com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.FiltrationFunction
          com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.F_sum_tBtDt

All Implemented Interfaces:

Function, RealScalarFunction

public abstract class F_sum_tBtDt
extends FiltrationFunction

a function of this integral /1 | (t - 0.5) * (B) (dt) /0

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Field Summary

protected double	sum_BtDt
protected double	sum_tBtDt

Fields inherited from class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.FiltrationFunction

FT

Constructor Summary

F_sum_tBtDt()

Method Summary

void	setFT(Filtration FT) Set the filtration for this function.

Methods inherited from class com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.FiltrationFunction

evaluate, evaluate, ft

Methods inherited from class com.numericalmethod.suanshu.analysis.function.rn2r1.UnivariateRealFunction

dimension4Domain, dimension4Range, evaluate

Methods inherited from class java.lang.Object

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

Field Detail

sum_BtDt

protected double sum_BtDt

sum_tBtDt

protected double sum_tBtDt

Constructor Detail

F_sum_tBtDt

public F_sum_tBtDt()

Method Detail

setFT

public void setFT(Filtration FT)

Description copied from class: FiltrationFunction

Set the filtration for this function.

This function is called for each call to Integrator.integral(com.numericalmethod.suanshu.stats.stochasticprocess.univariate.integration.Filtration) before doing the integration.

Overrides:

setFT in class FiltrationFunction

Parameters:

FT - a filtration