finMath lib documentation
net.finmath.montecarlo

## Interface IndependentIncrementsInterface

• ### Method Summary

All Methods
Modifier and Type Method and Description
IndependentIncrementsInterface getCloneWithModifiedSeed(int seed)
Return a new object implementing BrownianMotionInterface having the same specifications as this object but a different seed for the random number generator.
IndependentIncrementsInterface getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization)
Return a new object implementing BrownianMotionInterface having the same specifications as this object but a different time discretization.
RandomVariableInterface getIncrement(int timeIndex, int factor)
Return the increment for a given timeIndex.
int getNumberOfFactors()
Returns the number of factors.
int getNumberOfPaths()
Returns the number of paths.
RandomVariableInterface getRandomVariableForConstant(double value)
Returns a random variable which is initialized to a constant, but has exactly the same number of paths or discretization points as the ones used by this BrownianMotionInterface.
TimeDiscretizationInterface getTimeDiscretization()
Returns the time discretization used for this set of time-discrete Brownian increments.
• ### Method Detail

• #### getIncrement

RandomVariableInterface getIncrement(int timeIndex,
int factor)
Return the increment for a given timeIndex. The method returns the random variable Δ Xj(ti) := Xj(ti+1)-X(ti) for the given time index i and a given factor (index) j
Parameters:
timeIndex - The time index (corresponding to the this class's time discretization)
factor - The index of the factor (independent scalar increment)
Returns:
The factor (component) of the increments (a random variable)
• #### getTimeDiscretization

TimeDiscretizationInterface getTimeDiscretization()
Returns the time discretization used for this set of time-discrete Brownian increments.
Returns:
The time discretization used for this set of time-discrete Brownian increments.
• #### getNumberOfFactors

int getNumberOfFactors()
Returns the number of factors.
Returns:
The number of factors.
• #### getNumberOfPaths

int getNumberOfPaths()
Returns the number of paths.
Returns:
The number of paths.
• #### getRandomVariableForConstant

RandomVariableInterface getRandomVariableForConstant(double value)
Returns a random variable which is initialized to a constant, but has exactly the same number of paths or discretization points as the ones used by this BrownianMotionInterface.
Parameters:
value - The constant value to be used for initialized the random variable.
Returns:
A new random variable.
• #### getCloneWithModifiedSeed

IndependentIncrementsInterface getCloneWithModifiedSeed(int seed)
Return a new object implementing BrownianMotionInterface having the same specifications as this object but a different seed for the random number generator. This method is useful if you like to make Monte-Carlo samplings by changing the seed.
Parameters:
seed - New value for the seed.
Returns:
New object implementing BrownianMotionInterface.
• #### getCloneWithModifiedTimeDiscretization

IndependentIncrementsInterface getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization)
Return a new object implementing BrownianMotionInterface having the same specifications as this object but a different time discretization.
Parameters:
newTimeDiscretization - New time discretization
Returns:
New object implementing BrownianMotionInterface.