com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients

Class ZeroDrift

java.lang.Object

com.numericalmethod.suanshu.stats.stochasticprocess.multivariate.sde.coefficients.ZeroDrift

All Implemented Interfaces:

Drift, FtAdaptedVectorFunction, java.io.Serializable

public class ZeroDrift
extends java.lang.Object
implements Drift

This class represents a 0 drift function.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
ZeroDrift()

Method Summary

Modifier and Type	Method and Description
Vector	evaluate(Ft ft) Evaluate this function, f, at time t.

Methods inherited from class java.lang.Object

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

Constructor Detail

ZeroDrift

public ZeroDrift()

Method Detail

evaluate

public Vector evaluate(Ft ft)

Description copied from interface: FtAdaptedVectorFunction

Evaluate this function, f, at time t.

Specified by:

evaluate in interface FtAdaptedVectorFunction

Parameters:

ft - the filtration at time t

Returns:

f(t) = f(F_t)