net.finmath.rootfinder.StochasticRootFinder Maven / Gradle / Ivy
package net.finmath.rootfinder;
import net.finmath.stochastic.RandomVariable;
/**
* @author Christian Fries
* @author Stefan Sedlmair
* @version 1.0
*/
public interface StochasticRootFinder {
/**
* @return Next point for which a value should be set using setValue
.
*/
RandomVariable getNextPoint();
/**
* @param value Value corresponding to point returned
* by previous getNextPoint
call.
*/
void setValue(RandomVariable value);
/**
* @return Returns the numberOfIterations.
*/
int getNumberOfIterations();
/**
* @return Best point obtained so far
*/
RandomVariable getBestPoint();
/**
* @return Returns the accuracy.
*/
double getAccuracy();
/**
* @return Returns true if further improvement is not possible.
*/
boolean isDone();
}