Inheritance diagram for NewTestAsianRQMC:
Collaboration diagram for NewTestAsianRQMC:
Public Member Functions | |
| NewTestAsianRQMC (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. | |
 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:
- NewTestAsianRQMC.java
