com.numericalmethod.suanshu.stats.stochasticprocess.timepoints

Class EvenlySpacedGrid

java.lang.Object

com.numericalmethod.suanshu.stats.stochasticprocess.timepoints.EvenlySpacedGrid

All Implemented Interfaces:

TimeGrid, java.io.Serializable

public class EvenlySpacedGrid
extends java.lang.Object
implements TimeGrid

This class represents an evenly spaced/discretized time grid for a stochastic process.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
int	N the number of time points
double	T the ending of the time interval
double	T0 the beginning of the time interval

Constructor Summary

Constructors

Constructor and Description
EvenlySpacedGrid(double T0, double T, int N) Construct an evenly spaced/discretized time grid.

Method Summary

Modifier and Type	Method and Description
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

T0

public final double T0

the beginning of the time interval

T

public final double T

the ending of the time interval

Constructor Detail

EvenlySpacedGrid

public EvenlySpacedGrid(double T0,
                        double T,
                        int N)

Construct an evenly spaced/discretized time grid.

Parameters:

T0 - the beginning of the time interval

T - the ending of the time interval

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