Stochastic Simulation in Java
Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 123456]
 Ncharts
 CBoxTest
 CChartTest1
 CChartTest2
 CContDistPlot
 CDistIntTest
 CEmpiricalChartTest
 CHistogramChartTest
 CHistogramTest1
 CNormalChart
 Nift6561examples
 CAsianOptionThis class represents an Asian average price call option with European exercise type
 CAsianOptionGBMCVThis class represents an Asian Option based on a geometric Brownian motion, for which we use the payoff under a geometric average (instead of the arithmetic average) as a control variate
 CCallableBondEstimates the value of a callable bond
 CCallableBondCMCEstimates the value of a callable bond where the coupons are paid at the same time as in
 CCallableBondCVEstimates the value of a callable bond using the uncallable bond as a control variate
 CCallCenter
 CCallCenterCRN
 CCollision
 CCollisionPoisson
 CDigitalShiftReads a set of points, applied a digital random shift to them, then prints the shifted points in a file
 CFDensity
 CHedge
 CISChart1
 CLcgmodpow2
 CMathematicaSWB
 COldAsianGBM
 COldAsianRQMC
 COldTestAsianOptionGBM0Hist
 COrnsteinUhlenbeckWithIntegratedProcessThis class is custom-made for the CallableBond example
 CRuinIS
 CSan13CMC
 CSan13CMCCV
 CSan13CMCDistHere we compute the empirical distribution of the CMC estimator
 CSan13CMCgrad1
 CSan13CMCgrad2
 CSan13connectThis class simulates a specific stochastic activity network with 9 nodes and 13 links, taken from Elmaghraby (1977) and used again in L'Ecuyer and Lemieux (2000), "Variance Reduction via Lattice Rules"
 CSan13connectCMC1This class simulates a specific stochastic activity network with 9 nodes and 13 links, taken from Elmaghraby (1977) and used again in L'Ecuyer and Lemieux (2000), "Variance Reduction via Lattice Rules"
 CSan13DistThis class simulates a specific stochastic activity network with 9 nodes and 13 links, taken from Elmaghraby (1977) and used again in L'Ecuyer and Lemieux (2000), "Variance Reduction via Lattice Rules"
 CSan13DistCRNHere we compute the empirical distribution of the shortest path lengths and we construct a histogram
 CSan13ProbThis class simulates a specific stochastic activity network with 9 nodes and 13 links, taken from Elmaghraby (1977) and used again in L'Ecuyer and Lemieux (2000), "Variance Reduction via Lattice Rules"
 CSum2BarrierIS
 CTandemQueue
 CTandemQueue0
 CTestAsianOptionGBM0HistRQMC
 CTestAsianOptionGBM2QMC
 CTestAsianOptionGBMCV
 CTestAsianVGRQMC
 CTestAsianVGRQMC2017
 CTestOptionVGIS
 CTestOptionVGIS2017
 Nlatnetbuilder
 CSobolTestFunc
 CSobolTestFuncRQMC
 Nmarkovchainrqmc
 CBrownian
 CBrownianTest
 Nprobdistmulti
 Nnorta
 Nrandvar
 CRandvarExample1
 Ntutorial
 CAsianGBM
 CAsianGBMQMC
 CAsianNew
 CBankEv
 CCallCenter
 CCollision
 CCompareOutputs
 CInventory
 CInventoryCRN
 CNewTestAsianRQMC
 CNonuniform
 CPreyPred
 CQueueEv
 CQueueLindley
 CQueueObs
 CRunClass
 CSan13DistThis class simulates a specific stochastic activity network with 9 nodes and 13 links, taken from Elmaghraby (1977) and used again in L'Ecuyer and Lemieux (2000), "Variance Reduction via Lattice Rules"
 CSnippet
 Numontreal
 Nssj