Processes
Interface StoppingTime

All Known Implementing Classes:
FirstExitTime_1D, FirstExitTime_nD, HittingTime_1D, HittingTime_nD

public interface StoppingTime

Interface defining a stopping time.

* *

The only (abstract) method is boolean stop(int t) * (meaning: stop at the current time t). * Here t is discrete time (number of the current time step). The corresponding * continuous time is t*dt, where dt is the size of the time step. * This is made concrete in the context of a stochastic process.

* * Optionality: As the path of the process is computed at each time * step t we check wether it is time to stop now by considering * the path on [0,t] only (but not the future if it has already been * computed). This ensures the optionality condition. * * @author Michael J. Meyer


Method Summary
 boolean stop(int t)
          Returns true if it is time stop at current time t, * false otherwise.
 

Method Detail

stop

public boolean stop(int t)

Returns true if it is time stop at current time t, * false otherwise. In concrete implementations make sure * it returns true as soon as we hit the horizon.