Uses of Class
com.github.vonrosen.quantlib.StochasticProcess1D

Uses of StochasticProcess1D in com.github.vonrosen.quantlib

Subclasses of StochasticProcess1D in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	BlackProcess
class	BlackScholesMertonProcess
class	BlackScholesProcess
class	GarmanKohlagenProcess
class	GeneralizedBlackScholesProcess
class	GeometricBrownianMotionProcess
class	GsrProcess
class	HullWhiteProcess
class	Merton76Process
class	VarianceGammaProcess

Methods in com.github.vonrosen.quantlib that return StochasticProcess1D

Modifier and Type	Method and Description
StochasticProcess1D	Gaussian1dModel.stateProcess()

Methods in com.github.vonrosen.quantlib with parameters of type StochasticProcess1D

Modifier and Type	Method and Description
protected static long	StochasticProcess1D.getCPtr(StochasticProcess1D obj)
static long	QuantLibJNI.new_GaussianPathGenerator(long jarg1, StochasticProcess1D jarg1_, double jarg2, long jarg3, long jarg4, GaussianRandomSequenceGenerator jarg4_, boolean jarg5)
static long	QuantLibJNI.new_GaussianSobolPathGenerator(long jarg1, StochasticProcess1D jarg1_, double jarg2, long jarg3, long jarg4, GaussianLowDiscrepancySequenceGenerator jarg4_, boolean jarg5)
static double	QuantLibJNI.StochasticProcess1D_apply(long jarg1, StochasticProcess1D jarg1_, double jarg2, double jarg3)
static double	QuantLibJNI.StochasticProcess1D_diffusion(long jarg1, StochasticProcess1D jarg1_, double jarg2, double jarg3)
static double	QuantLibJNI.StochasticProcess1D_drift(long jarg1, StochasticProcess1D jarg1_, double jarg2, double jarg3)
static double	QuantLibJNI.StochasticProcess1D_evolve(long jarg1, StochasticProcess1D jarg1_, double jarg2, double jarg3, double jarg4, double jarg5)
static double	QuantLibJNI.StochasticProcess1D_expectation(long jarg1, StochasticProcess1D jarg1_, double jarg2, double jarg3, double jarg4)
static double	QuantLibJNI.StochasticProcess1D_stdDeviation(long jarg1, StochasticProcess1D jarg1_, double jarg2, double jarg3, double jarg4)
static double	QuantLibJNI.StochasticProcess1D_variance(long jarg1, StochasticProcess1D jarg1_, double jarg2, double jarg3, double jarg4)
static double	QuantLibJNI.StochasticProcess1D_x0(long jarg1, StochasticProcess1D jarg1_)

Constructors in com.github.vonrosen.quantlib with parameters of type StochasticProcess1D

Constructor and Description
GaussianPathGenerator(StochasticProcess1D process, double length, long steps, GaussianRandomSequenceGenerator rsg, boolean brownianBridge)
GaussianSobolPathGenerator(StochasticProcess1D process, double length, long steps, GaussianLowDiscrepancySequenceGenerator rsg, boolean brownianBridge)