com.numericalmethod.suanshu.stats.stochasticprocess.timepoints

Class UnitGrid

java.lang.Object

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

All Implemented Interfaces:

TimeGrid, java.io.Serializable

public class UnitGrid
extends java.lang.Object
implements TimeGrid

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

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
int	N the number of time points

Constructor Summary

Constructors

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

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

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