SSJ  3.3.1
Stochastic Simulation in Java
GeometricNormalInverseGaussianProcess Member List

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

d (defined in StochasticProcess)StochasticProcessprotected
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)GeometricLevyProcessprotected
levyProcess (defined in GeometricLevyProcess)GeometricLevyProcessprotected
muGeom (defined in GeometricLevyProcess)GeometricLevyProcessprotected
muGeomRNdt (defined in GeometricLevyProcess)GeometricLevyProcessprotected
muGeomRNdT (defined in GeometricLevyProcess)GeometricLevyProcessprotected
nextObservation()GeometricLevyProcess
observationCounter (defined in StochasticProcess)StochasticProcessprotected
observationIndex (defined in StochasticProcess)StochasticProcessprotected
observationIndexFromCounter (defined in StochasticProcess)StochasticProcessprotected
observationTimesSet (defined in StochasticProcess)StochasticProcessprotected
omegaRiskNeutralCorrection (defined in GeometricLevyProcess)GeometricLevyProcessprotected
path (defined in StochasticProcess)StochasticProcessprotected
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)StochasticProcessprotected
x0 (defined in StochasticProcess)StochasticProcessprotected