| Modifier and Type | Class and Description |
|---|---|
class |
BatesProcess |
class |
BlackProcess |
class |
BlackScholesMertonProcess |
class |
BlackScholesProcess |
class |
GarmanKohlagenProcess |
class |
GeneralizedBlackScholesProcess |
class |
GeometricBrownianMotionProcess |
class |
GsrProcess |
class |
HestonProcess |
class |
HullWhiteProcess |
class |
Merton76Process |
class |
StochasticProcess1D |
class |
StochasticProcessArray |
class |
VarianceGammaProcess |
| Modifier and Type | Method and Description |
|---|---|
StochasticProcess |
StochasticProcessVector.get(int i) |
| Modifier and Type | Method and Description |
|---|---|
void |
StochasticProcessVector.add(StochasticProcess x) |
static long |
QuantLibJNI.as_gsr_process(long jarg1,
StochasticProcess jarg1_) |
static GsrProcess |
QuantLib.as_gsr_process(StochasticProcess proc) |
protected static long |
StochasticProcess.getCPtr(StochasticProcess 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_) |
void |
StochasticProcessVector.set(int i,
StochasticProcess val) |
static long |
QuantLibJNI.StochasticProcess___deref__(long jarg1,
StochasticProcess jarg1_) |
static long |
QuantLibJNI.StochasticProcess_asObservable(long jarg1,
StochasticProcess jarg1_) |
static long |
QuantLibJNI.StochasticProcess_covariance(long jarg1,
StochasticProcess jarg1_,
double jarg2,
long jarg3,
Array jarg3_,
double jarg4) |
static long |
QuantLibJNI.StochasticProcess_diffusion(long jarg1,
StochasticProcess jarg1_,
double jarg2,
long jarg3,
Array jarg3_) |
static long |
QuantLibJNI.StochasticProcess_drift(long jarg1,
StochasticProcess jarg1_,
double jarg2,
long jarg3,
Array jarg3_) |
static long |
QuantLibJNI.StochasticProcess_evolve(long jarg1,
StochasticProcess jarg1_,
double jarg2,
long jarg3,
Array jarg3_,
double jarg4,
long jarg5,
Array jarg5_) |
static long |
QuantLibJNI.StochasticProcess_expectation(long jarg1,
StochasticProcess jarg1_,
double jarg2,
long jarg3,
Array jarg3_,
double jarg4) |
static long |
QuantLibJNI.StochasticProcess_factors(long jarg1,
StochasticProcess jarg1_) |
static long |
QuantLibJNI.StochasticProcess_initialValues(long jarg1,
StochasticProcess jarg1_) |
static boolean |
QuantLibJNI.StochasticProcess_isNull(long jarg1,
StochasticProcess jarg1_) |
static long |
QuantLibJNI.StochasticProcess_size(long jarg1,
StochasticProcess jarg1_) |
static long |
QuantLibJNI.StochasticProcess_stdDeviation(long jarg1,
StochasticProcess jarg1_,
double jarg2,
long jarg3,
Array jarg3_,
double jarg4) |
static void |
QuantLibJNI.StochasticProcessVector_add(long jarg1,
StochasticProcessVector jarg1_,
long jarg2,
StochasticProcess jarg2_) |
static void |
QuantLibJNI.StochasticProcessVector_set(long jarg1,
StochasticProcessVector jarg1_,
int jarg2,
long jarg3,
StochasticProcess jarg3_) |
| Constructor and Description |
|---|
GaussianMultiPathGenerator(StochasticProcess process,
DoubleVector times,
GaussianRandomSequenceGenerator generator) |
GaussianMultiPathGenerator(StochasticProcess process,
DoubleVector times,
GaussianRandomSequenceGenerator generator,
boolean brownianBridge) |
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