Tutorial 003: Simple Test of the Brownian Motion
Task
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Implement a function which takes an object of type
net.finmath.monteCarlo.BrownianMotionInterface as argument and perfomes some basic tests with the object, e.g., calculating mean and variance of the Brownian increments.
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Use the above function to run a test of an object of
net.finmath.monteCarlo.BrownianMotion.
Remarks
Since your function takes a BrownianMotionInterface it can be used with any object implementing this interface. Object of the class net.finmath.monteCarlo.BrownianMotion are just one possible implementation to be tested.
Solution / Example
See net.finmath.experiments.monteCarlo.BrownianMotionTests.java.