Docs / nablatensor-quant / com.nablatensor.quant.transform

record

Complex

A minimal complex number for the characteristic-function evaluations in this package. Principal branches for log and sqrt; the Heston characteristic function is written in the branch-stable "little Heston trap" form so these suffice.

Record components

re
double
im
double

Methods

static Complex ZERO = new Complex(0 0, 0 0)
static Complex ONE = new Complex(1 1, 0 0)
static Complex I = new Complex(0 0, 1 1)
static Complex real(double x)
Complex add(Complex o)
Complex add(double x)
Complex sub(Complex o)
Complex mul(Complex o)
Complex mul(double x)
Complex div(Complex o)
Complex neg()
double abs()
Complex log()

Principal-branch natural logarithm.

Complex sqrt()

Principal-branch square root.

Complex exp()

exp(z).

Complex pow(double p)

z^p for a real exponent, via exp(p log z).