finMath lib documentation
net.finmath.montecarlo.process

Interface AbstractProcessInterface

• Method Summary

All Methods
Modifier and Type Method and Description
AbstractProcessInterface clone()
Create and return a clone of this process.
BrownianMotionInterface getBrownianMotion()
Deprecated.
AbstractProcessInterface getCloneWithModifiedData(Map<String,Object> dataModified)
Returns a clone of this model where the specified properties have been modified.
int getNumberOfFactors()
int getNumberOfPaths()
IndependentIncrementsInterface getStochasticDriver()
void setModel(AbstractModelInterface model)
Sets the model to be used.
• Methods inherited from interface net.finmath.montecarlo.process.ProcessInterface

getMonteCarloWeights, getNumberOfComponents, getProcessValue, getTime, getTimeDiscretization, getTimeIndex
• Method Detail

• getNumberOfPaths

int getNumberOfPaths()
Returns:
Returns the numberOfPaths.
• getNumberOfFactors

int getNumberOfFactors()
Returns:
Returns the numberOfFactors.
• getStochasticDriver

IndependentIncrementsInterface getStochasticDriver()
Returns:
Returns the stochastic driver used to generate this process
• getBrownianMotion

@Deprecated
BrownianMotionInterface getBrownianMotion()
Returns:
Returns the Brownian motion used to generate this process
• setModel

void setModel(AbstractModelInterface model)
Sets the model to be used. Should be called only once (at construction).
Parameters:
model - The model to be used.
• getCloneWithModifiedData

AbstractProcessInterface getCloneWithModifiedData(Map<String,Object> dataModified)
Returns a clone of this model where the specified properties have been modified. Note that there is no guarantee that a model reacts on a specification of a properties in the parameter map dataModified. If data is provided which is ignored by the model no exception may be thrown.
Parameters:
dataModified - Key-value-map of parameters to modify.
Returns:
A clone of this model (or this model if no parameter was modified).
• clone

AbstractProcessInterface clone()
Create and return a clone of this process. The clone is not tied to any model, but has the same process specification, that is, if the model is the same, it would generate the same paths.
Specified by:
clone in interface ProcessInterface
Returns:
Clone of the process