| Modifier and Type | Method and Description |
|---|---|
static long |
QuantLibJNI.GaussianRandomSequenceGenerator_dimension(long jarg1,
GaussianRandomSequenceGenerator jarg1_) |
static long |
QuantLibJNI.GaussianRandomSequenceGenerator_nextSequence(long jarg1,
GaussianRandomSequenceGenerator jarg1_) |
protected static long |
GaussianRandomSequenceGenerator.getCPtr(GaussianRandomSequenceGenerator obj) |
static long |
QuantLibJNI.new_GaussianMultiPathGenerator__SWIG_0(long jarg1,
StochasticProcess jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
GaussianRandomSequenceGenerator jarg3_,
boolean jarg4) |
static long |
QuantLibJNI.new_GaussianMultiPathGenerator__SWIG_1(long jarg1,
StochasticProcess jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
GaussianRandomSequenceGenerator jarg3_) |
static long |
QuantLibJNI.new_GaussianPathGenerator(long jarg1,
StochasticProcess1D jarg1_,
double jarg2,
long jarg3,
long jarg4,
GaussianRandomSequenceGenerator jarg4_,
boolean jarg5) |
| Constructor and Description |
|---|
GaussianMultiPathGenerator(StochasticProcess process,
DoubleVector times,
GaussianRandomSequenceGenerator generator) |
GaussianMultiPathGenerator(StochasticProcess process,
DoubleVector times,
GaussianRandomSequenceGenerator generator,
boolean brownianBridge) |
GaussianPathGenerator(StochasticProcess1D process,
double length,
long steps,
GaussianRandomSequenceGenerator rsg,
boolean brownianBridge) |
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