finMath lib documentation
net.finmath.montecarlo.process

## Interface ProcessInterface

• ### Method Summary

All Methods
Modifier and Type Method and Description
ProcessInterface clone()
Create and return a clone of this process.
RandomVariableInterface getMonteCarloWeights(int timeIndex)
This method returns the weights of a weighted Monte Carlo method (the probability density).
int getNumberOfComponents()
RandomVariableInterface getProcessValue(int timeIndex, int component)
This method returns the realization of a component of the process for a given time index.
double getTime(int timeIndex)
TimeDiscretizationInterface getTimeDiscretization()
int getTimeIndex(double time)
Returns the time index for a given simulation time.
• ### Method Detail

• #### getProcessValue

RandomVariableInterface getProcessValue(int timeIndex,
int component)
throws CalculationException
This method returns the realization of a component of the process for a given time index.
Parameters:
timeIndex - Time index at which the process should be observed
component - Component index of the process
Returns:
The process component realizations (given as RandomVariable)
Throws:
CalculationException - Thrown if the valuation fails, specific cause may be available via the cause() method.
• #### getMonteCarloWeights

RandomVariableInterface getMonteCarloWeights(int timeIndex)
throws CalculationException
This method returns the weights of a weighted Monte Carlo method (the probability density).
Parameters:
timeIndex - Time index at which the process should be observed
Returns:
A vector of positive weights which sums up to one
Throws:
CalculationException - Thrown if the valuation fails, specific cause may be available via the cause() method.
• #### getNumberOfComponents

int getNumberOfComponents()
Returns:
Returns the numberOfComponents.
• #### getTimeDiscretization

TimeDiscretizationInterface getTimeDiscretization()
Returns:
Returns the timeDiscretization.
• #### getTime

double getTime(int timeIndex)
Parameters:
timeIndex - Time index.
Returns:
Returns the time for a given time index.
• #### getTimeIndex

int getTimeIndex(double time)
Returns the time index for a given simulation time.
Parameters:
time - The given simulation time.
Returns:
Returns the time index for a given time
• #### clone

ProcessInterface 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.
Returns:
Clone of the process