SSJ  3.3.1
Stochastic Simulation in Java
CIRProcessEuler Member List

This is the complete list of members for CIRProcessEuler, including all inherited members.

alpha (defined in CIRProcessEuler)CIRProcessEulerprotected
alphadt (defined in CIRProcessEuler)CIRProcessEulerprotected
beta (defined in CIRProcessEuler)CIRProcessEulerpackage
CIRProcessEuler(double x0, double alpha, double b, double sigma, RandomStream stream)CIRProcessEuler
CIRProcessEuler(double x0, double alpha, double b, double sigma, NormalGen gen)CIRProcessEuler
d (defined in StochasticProcess)StochasticProcessprotected
gen (defined in CIRProcessEuler)CIRProcessEulerprotected
generatePath() (defined in CIRProcessEuler)CIRProcessEuler
generatePath(RandomStream stream)CIRProcessEuler
getAlpha()CIRProcessEuler
getArrayMappingCounterToIndex()StochasticProcess
getB()CIRProcessEuler
getCurrentObservation()StochasticProcess
getCurrentObservationIndex()StochasticProcess
getGen()CIRProcessEuler
getNumObservationTimes()StochasticProcess
getObservation(int j)StochasticProcess
getObservationTimes()StochasticProcess
getPath()StochasticProcess
getSigma()CIRProcessEuler
getStream()CIRProcessEuler
getSubpath(double[] subpath, int[] pathIndices)StochasticProcess
getX0()StochasticProcess
hasNextObservation()StochasticProcess
init() (defined in CIRProcessEuler)CIRProcessEulerprotected
nextObservation() (defined in CIRProcessEuler)CIRProcessEuler
nextObservation(double nextTime)CIRProcessEuler
nextObservation(double x, double dt)CIRProcessEuler
observationCounter (defined in StochasticProcess)StochasticProcessprotected
observationIndex (defined in StochasticProcess)StochasticProcessprotected
observationIndexFromCounter (defined in StochasticProcess)StochasticProcessprotected
observationTimesSet (defined in StochasticProcess)StochasticProcessprotected
path (defined in StochasticProcess)StochasticProcessprotected
resetStartProcess()StochasticProcess
setObservationTimes(double[] T, int d)StochasticProcess
setObservationTimes(double delta, int d)StochasticProcess
setParams(double x0, double alpha, double b, double sigma)CIRProcessEuler
setStream(RandomStream stream)CIRProcessEuler
setX0(double s0)StochasticProcess
sigma (defined in CIRProcessEuler)CIRProcessEulerpackage
sigmasqrdt (defined in CIRProcessEuler)CIRProcessEulerpackage
t (defined in StochasticProcess)StochasticProcessprotected
x0 (defined in StochasticProcess)StochasticProcessprotected