bm (defined in GeometricBrownianMotion) | GeometricBrownianMotion | protected |
d (defined in StochasticProcess) | StochasticProcess | protected |
gen (defined in GeometricBrownianMotion) | GeometricBrownianMotion | protected |
generatePath() (defined in GeometricBrownianMotion) | GeometricBrownianMotion | |
generatePath(RandomStream stream) (defined in GeometricBrownianMotion) | GeometricBrownianMotion | |
GeometricBrownianMotion(double s0, double mu, double sigma, RandomStream stream) | GeometricBrownianMotion | |
GeometricBrownianMotion(double s0, double mu, double sigma, BrownianMotion bm) | GeometricBrownianMotion | |
getArrayMappingCounterToIndex() | StochasticProcess | |
getBrownianMotion() | GeometricBrownianMotion | |
getCurrentObservation() | StochasticProcess | |
getCurrentObservationIndex() | StochasticProcess | |
getGen() | GeometricBrownianMotion | |
getMu() | GeometricBrownianMotion | |
getNumObservationTimes() | StochasticProcess | |
getObservation(int j) | StochasticProcess | |
getObservationTimes() | StochasticProcess | |
getPath() | StochasticProcess | |
getSigma() | GeometricBrownianMotion | |
getStream() | GeometricBrownianMotion | |
getSubpath(double[] subpath, int[] pathIndices) | StochasticProcess | |
getX0() | StochasticProcess | |
hasNextObservation() | StochasticProcess | |
init() (defined in GeometricBrownianMotion) | GeometricBrownianMotion | protected |
mu (defined in GeometricBrownianMotion) | GeometricBrownianMotion | protected |
mudt (defined in GeometricBrownianMotion) | GeometricBrownianMotion | protected |
nextObservation() (defined in GeometricBrownianMotion) | GeometricBrownianMotion | |
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() | GeometricBrownianMotion | |
setObservationTimes(double[] t, int d) (defined in GeometricBrownianMotion) | GeometricBrownianMotion | |
umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double delta, int d) | StochasticProcess | |
setParams(double s0, double mu, double sigma) | GeometricBrownianMotion | |
setStream(RandomStream stream) | GeometricBrownianMotion | |
setX0(double s0) | StochasticProcess | |
sigma (defined in GeometricBrownianMotion) | GeometricBrownianMotion | package |
t (defined in StochasticProcess) | StochasticProcess | protected |
x0 (defined in StochasticProcess) | StochasticProcess | protected |