d (defined in StochasticProcess) | StochasticProcess | protected |
generatePath() | GeometricLevyProcess | |
umontreal::ssj::stochprocess::StochasticProcess.generatePath(RandomStream stream) | StochasticProcess | |
GeometricNormalInverseGaussianProcess(double s0, double muGeom, double alpha, double beta, double mu, double delta, RandomStream streamBrownian, NormalInverseGaussianProcess nigP) | GeometricNormalInverseGaussianProcess | |
GeometricNormalInverseGaussianProcess(double s0, double muGeom, double alpha, double beta, double mu, double delta, RandomStream streamBrownian, InverseGaussianProcess igP) | GeometricNormalInverseGaussianProcess | |
GeometricNormalInverseGaussianProcess(double s0, double muGeom, double alpha, double beta, double mu, double delta, RandomStream streamBrownian, RandomStream streamNIG1, RandomStream streamNIG2, String igType) | GeometricNormalInverseGaussianProcess | |
GeometricNormalInverseGaussianProcess(double s0, double muGeom, double alpha, double beta, double mu, double delta, RandomStream streamAll, String igType) | GeometricNormalInverseGaussianProcess | |
getArrayMappingCounterToIndex() | StochasticProcess | |
getCurrentObservation() | StochasticProcess | |
getCurrentObservationIndex() | StochasticProcess | |
getLevyProcess() | GeometricLevyProcess | |
getMuGeom() | GeometricLevyProcess | |
getNumObservationTimes() | StochasticProcess | |
getObservation(int j) | StochasticProcess | |
getObservationTimes() | StochasticProcess | |
getOmega() | GeometricLevyProcess | |
getPath() | StochasticProcess | |
getStream() | GeometricLevyProcess | |
getSubpath(double[] subpath, int[] pathIndices) | StochasticProcess | |
getX0() | StochasticProcess | |
hasNextObservation() | StochasticProcess | |
init() (defined in GeometricLevyProcess) | GeometricLevyProcess | protected |
levyProcess (defined in GeometricLevyProcess) | GeometricLevyProcess | protected |
muGeom (defined in GeometricLevyProcess) | GeometricLevyProcess | protected |
muGeomRNdt (defined in GeometricLevyProcess) | GeometricLevyProcess | protected |
muGeomRNdT (defined in GeometricLevyProcess) | GeometricLevyProcess | protected |
nextObservation() | GeometricLevyProcess | |
observationCounter (defined in StochasticProcess) | StochasticProcess | protected |
observationIndex (defined in StochasticProcess) | StochasticProcess | protected |
observationIndexFromCounter (defined in StochasticProcess) | StochasticProcess | protected |
observationTimesSet (defined in StochasticProcess) | StochasticProcess | protected |
omegaRiskNeutralCorrection (defined in GeometricLevyProcess) | GeometricLevyProcess | protected |
path (defined in StochasticProcess) | StochasticProcess | protected |
resetRiskNeutralCorrection(double omegaRN) | GeometricLevyProcess | |
resetStartProcess() | GeometricLevyProcess | |
setMuGeom(double muGeom) | GeometricLevyProcess | |
setObservationTimes(double[] time, int d) | GeometricLevyProcess | |
umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double delta, int d) | StochasticProcess | |
setStream(RandomStream stream) | GeometricLevyProcess | |
setX0(double s0) | StochasticProcess | |
t (defined in StochasticProcess) | StochasticProcess | protected |
x0 (defined in StochasticProcess) | StochasticProcess | protected |