com.github.vonrosen.quantlib

Class GaussianMultiPathGenerator

java.lang.Object

com.github.vonrosen.quantlib.GaussianMultiPathGenerator

public class GaussianMultiPathGenerator
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	GaussianMultiPathGenerator(long cPtr, boolean cMemoryOwn)
	GaussianMultiPathGenerator(StochasticProcess process, DoubleVector times, GaussianRandomSequenceGenerator generator)
	GaussianMultiPathGenerator(StochasticProcess process, DoubleVector times, GaussianRandomSequenceGenerator generator, boolean brownianBridge)

Method Summary

Modifier and Type	Method and Description
SampleMultiPath	antithetic()
void	delete()
protected void	finalize()
protected static long	getCPtr(GaussianMultiPathGenerator obj)
SampleMultiPath	next()

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

GaussianMultiPathGenerator

protected GaussianMultiPathGenerator(long cPtr,
                                     boolean cMemoryOwn)

GaussianMultiPathGenerator

public GaussianMultiPathGenerator(StochasticProcess process,
                                  DoubleVector times,
                                  GaussianRandomSequenceGenerator generator,
                                  boolean brownianBridge)

GaussianMultiPathGenerator

public GaussianMultiPathGenerator(StochasticProcess process,
                                  DoubleVector times,
                                  GaussianRandomSequenceGenerator generator)

Method Detail

getCPtr

protected static long getCPtr(GaussianMultiPathGenerator obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

next

public SampleMultiPath next()

antithetic

public SampleMultiPath antithetic()