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java.lang.Object Solution SamplingSolution MCSSolution MCSDrawSolution
Solves the equation with a Monte Carlo sampling of possible configurations and drawn on the plot area
Solution
,
MCSSolution
Field Summary |
Fields inherited from class MCSSolution |
currentState, kappa, mark, numberOfRealisations, option, random, rate, solutionUpToDate, strike |
Fields inherited from class Solution |
df, dfm, dfp, dg, dgm, dgp, dx, f, f0, fm, fp, g, gm, gp, ic, initialMoments, mesh, method, scheme, time, topic, x, x_0, x_1, xOffset, xSize, y_0, y_1, yOffset, ySize |
Constructor Summary | |
MCSDrawSolution(RunData runData)
Creates a MCSSolution object. |
Method Summary | |
void |
plot(java.awt.Canvas plotArea,
java.awt.Image offScrImage,
boolean headers)
Plots the solution |
Methods inherited from class MCSSolution |
discretize, expectedValue, getValue, getValue, hasOption, limits, momentsDeviation, next, previous |
Methods inherited from class Solution |
calculateMoments, getTime, getWinSize, incTime, limits, measure, output, rescale, setIC, setMethod, setScheme, setTime, setTopic, updateHeaders |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
public MCSDrawSolution(RunData runData)
runData
- The run time parametersSolution.next(RunData)
,
Solution.discretize(ShapeFunction)
Method Detail |
public void plot(java.awt.Canvas plotArea, java.awt.Image offScrImage, boolean headers)
plot
in class MCSSolution
plotArea
- The plot areaoffScrImage
- The off screen image to draw onheaders
- Whether to draw headers
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