SSJ  3.3.1
Stochastic Simulation in Java
GeometricBrownianMotion Member List

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

bm (defined in GeometricBrownianMotion)GeometricBrownianMotionprotected
d (defined in StochasticProcess)StochasticProcessprotected
gen (defined in GeometricBrownianMotion)GeometricBrownianMotionprotected
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)GeometricBrownianMotionprotected
mu (defined in GeometricBrownianMotion)GeometricBrownianMotionprotected
mudt (defined in GeometricBrownianMotion)GeometricBrownianMotionprotected
nextObservation() (defined in GeometricBrownianMotion)GeometricBrownianMotion
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()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)GeometricBrownianMotionpackage
t (defined in StochasticProcess)StochasticProcessprotected
x0 (defined in StochasticProcess)StochasticProcessprotected