SSJ  3.3.1
Stochastic Simulation in Java
MultivariateGeometricBrownianMotion Member List

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

c (defined in MultivariateStochasticProcess)MultivariateStochasticProcessprotected
createPath() (defined in MultivariateStochasticProcess)MultivariateStochasticProcessprotected
d (defined in StochasticProcess)StochasticProcessprotected
gen (defined in MultivariateGeometricBrownianMotion)MultivariateGeometricBrownianMotionprotected
generatePath() (defined in MultivariateGeometricBrownianMotion)MultivariateGeometricBrownianMotion
umontreal::ssj::stochprocess::StochasticProcess.generatePath(RandomStream stream)StochasticProcess
getArrayMappingCounterToIndex()StochasticProcess
getBrownianMotion()MultivariateGeometricBrownianMotion
getCurrentObservation(double[] obs)MultivariateStochasticProcess
umontreal::ssj::stochprocess::StochasticProcess.getCurrentObservation()StochasticProcess
getCurrentObservationIndex()StochasticProcess
getDimension()MultivariateStochasticProcess
getGen()MultivariateGeometricBrownianMotion
getNumObservationTimes()StochasticProcess
getObservation(int j, double[] obs)MultivariateStochasticProcess
getObservation(int j, int i)MultivariateStochasticProcess
umontreal::ssj::stochprocess::StochasticProcess.getObservation(int j)StochasticProcess
getObservationTimes()StochasticProcess
getPath()StochasticProcess
getStream()MultivariateGeometricBrownianMotion
getSubpath(double[] subpath, int[] pathIndices)MultivariateStochasticProcess
getX0(double[] x0)MultivariateStochasticProcess
umontreal::ssj::stochprocess::StochasticProcess.getX0()StochasticProcess
hasNextObservation()StochasticProcess
init() (defined in MultivariateGeometricBrownianMotion)MultivariateGeometricBrownianMotionprotected
mbm (defined in MultivariateGeometricBrownianMotion)MultivariateGeometricBrownianMotionprotected
mu (defined in MultivariateGeometricBrownianMotion)MultivariateGeometricBrownianMotionprotected
mudt (defined in MultivariateGeometricBrownianMotion)MultivariateGeometricBrownianMotionprotected
MultivariateGeometricBrownianMotion(int c, double[] x0, double[] mu, double[] sigma, MultivariateBrownianMotion mbm)MultivariateGeometricBrownianMotion
nextObservation()StochasticProcess
nextObservationVector() (defined in MultivariateGeometricBrownianMotion)MultivariateGeometricBrownianMotion
nextObservationVector(double[] obs)MultivariateGeometricBrownianMotion
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()MultivariateGeometricBrownianMotion
setObservationTimes(double[] t, int d)MultivariateGeometricBrownianMotion
umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double delta, int d)StochasticProcess
setParams(int c, double[] x0, double[] mu, double[] sigma)MultivariateGeometricBrownianMotion
setStream(RandomStream stream)MultivariateGeometricBrownianMotion
setX0(double s0)StochasticProcess
sigma (defined in MultivariateGeometricBrownianMotion)MultivariateGeometricBrownianMotionpackage
t (defined in StochasticProcess)StochasticProcessprotected
x0 (defined in MultivariateStochasticProcess)MultivariateStochasticProcessprotected