webcab.lib.finance.options.exotic
Interface Function

All Superinterfaces:

Serializable

public interface Function

extends Serializable

Used in ScenarioGrid.

Method Summary

int	getNVariables()
double	getValueAt(double[] x) Evaluates the function at a point x.

Method Detail

getValueAt

public double getValueAt(double[] x)

Evaluates the function at a point x.

Parameters:

x - The point where the function is evaluated (a vector of getNVariables() values).

Returns:

f(x), that is the value of the function at the point x.

getNVariables

public int getNVariables()

Returns:

The number of variables of the function