Inheritance diagram for AsianGBMQMC:
Collaboration diagram for AsianGBMQMC:
Public Member Functions | |
| AsianGBMQMC (double r, double sigma, double strike, double s0, int s, double[] zeta) | |
| void | simulateRunsRQMC (int m, RQMCPointSet prqmc, Tally statRQMC) |
 Public Member Functions inherited from AsianGBM | |
| AsianGBM (double r, double sigma, double strike, double s0, int d, double[] zeta) | |
| void | generatePath (RandomStream stream) |
| double | getPayoff () |
| void | simulateRuns (int n, RandomStream stream, Tally statValue) |
Static Public Member Functions | |
| static void | main (String[] args) throws IOException |
| Static Public Member Functions inherited from AsianGBM | |
| static void | main (String[] args) throws IOException |
Additional Inherited Members | |
| Package Attributes inherited from AsianGBM | |
| double | strike |
| int | d |
| double | discount |
| double [] | muDelta |
| double [] | sigmaSqrtDelta |
| double [] | logS |
The documentation for this class was generated from the following file:
- AsianGBMQMC.java
