com.github.vonrosen.quantlib

Class GeometricBrownianMotionProcess

java.lang.Object

com.github.vonrosen.quantlib.StochasticProcess

com.github.vonrosen.quantlib.StochasticProcess1D

com.github.vonrosen.quantlib.GeometricBrownianMotionProcess

public class GeometricBrownianMotionProcess
extends StochasticProcess1D

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.StochasticProcess

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	GeometricBrownianMotionProcess(double initialValue, double mu, double sigma)
protected	GeometricBrownianMotionProcess(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(GeometricBrownianMotionProcess obj)

Methods inherited from class com.github.vonrosen.quantlib.StochasticProcess1D

apply, diffusion, drift, evolve, expectation, getCPtr, stdDeviation, variance, x0

Methods inherited from class com.github.vonrosen.quantlib.StochasticProcess

__deref__, asObservable, covariance, diffusion, drift, evolve, expectation, factors, getCPtr, initialValues, isNull, size, stdDeviation

Methods inherited from class java.lang.Object

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

Constructor Detail

GeometricBrownianMotionProcess

protected GeometricBrownianMotionProcess(long cPtr,
                                         boolean cMemoryOwn)

GeometricBrownianMotionProcess

public GeometricBrownianMotionProcess(double initialValue,
                                      double mu,
                                      double sigma)

Method Detail

getCPtr

protected static long getCPtr(GeometricBrownianMotionProcess obj)

finalize

protected void finalize()

Overrides:

finalize in class StochasticProcess1D

delete

public void delete()

Overrides:

delete in class StochasticProcess1D