alpha (defined in CIRProcessEuler) | CIRProcessEuler | protected |
alphadt (defined in CIRProcessEuler) | CIRProcessEuler | protected |
beta (defined in CIRProcessEuler) | CIRProcessEuler | package |
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) | StochasticProcess | protected |
gen (defined in CIRProcessEuler) | CIRProcessEuler | protected |
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) | CIRProcessEuler | protected |
nextObservation() (defined in CIRProcessEuler) | CIRProcessEuler | |
nextObservation(double nextTime) | CIRProcessEuler | |
nextObservation(double x, double dt) | CIRProcessEuler | |
observationCounter (defined in StochasticProcess) | StochasticProcess | protected |
observationIndex (defined in StochasticProcess) | StochasticProcess | protected |
observationIndexFromCounter (defined in StochasticProcess) | StochasticProcess | protected |
observationTimesSet (defined in StochasticProcess) | StochasticProcess | protected |
path (defined in StochasticProcess) | StochasticProcess | protected |
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) | CIRProcessEuler | package |
sigmasqrdt (defined in CIRProcessEuler) | CIRProcessEuler | package |
t (defined in StochasticProcess) | StochasticProcess | protected |
x0 (defined in StochasticProcess) | StochasticProcess | protected |