SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Static Public Member Functions | Package Attributes | List of all members
AsianNew Class Reference
Inheritance diagram for AsianNew:
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Collaboration diagram for AsianNew:
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Public Member Functions

 AsianNew (double r, double sigma, double strike, double s0, int s, double[] zeta)
 
void simulate (RandomStream stream)
 Simulates the model for one run.
 
double getPerformance ()
 Recovers and returns the realization of the performance measure, of type double.
 
int getDimension ()
 
String toString ()
 Returns a short description of the model and its parameters.
 

Static Public Member Functions

static void main (String args[]) throws IOException
 

Package Attributes

double strike
 
int s
 
double discount
 
double [] muDelta
 
double [] sigmaSqrtDelta
 
double [] logS
 

The documentation for this class was generated from the following file: