net.finmath.stochastic.RandomVariableAccumulatorInterface Maven / Gradle / Ivy
/*
* (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: [email protected].
*
* Created on 29.06.2013
*/
package net.finmath.stochastic;
/**
* The interface implemented by a mutable random variable accumulator.
* An object of this class accumulates other random variables.
* The classical application is the accumulation of discounted cash flows.
*
* @author Christian Fries
* @version 1.3
*/
public interface RandomVariableAccumulatorInterface extends RandomVariableInterface {
void accumulate(RandomVariableInterface randomVariable);
void accumulate(double time, RandomVariableInterface randomVariable);
RandomVariableInterface get();
RandomVariableInterface get(double fromTime, double toTime);
}
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