net.finmath.fouriermethod.models

Interface ProcessCharacteristicFunctionInterface

All Known Implementing Classes:

BlackScholesModel

Functional Interface:

This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.

@FunctionalInterface
public interface ProcessCharacteristicFunctionInterface

Interface which has to be implemented by models providing the characteristic functions of stochastic processes.

Method Summary

Modifier and Type	Method and Description
CharacteristicFunctionInterface	apply(double time) Returns the characteristic function of X(t), where X is this stochastic process.

Method Detail

apply

CharacteristicFunctionInterface apply(double time)

Returns the characteristic function of X(t), where X is this stochastic process.

Parameters:

time - The time at which the stochastic process is observed.

Returns:

The characteristic function of X(t).