c (defined in MultivariateStochasticProcess) | MultivariateStochasticProcess | protected |
createPath() (defined in MultivariateStochasticProcess) | MultivariateStochasticProcess | protected |
d (defined in StochasticProcess) | StochasticProcess | protected |
gen (defined in MultivariateGeometricBrownianMotion) | MultivariateGeometricBrownianMotion | protected |
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) | MultivariateGeometricBrownianMotion | protected |
mbm (defined in MultivariateGeometricBrownianMotion) | MultivariateGeometricBrownianMotion | protected |
mu (defined in MultivariateGeometricBrownianMotion) | MultivariateGeometricBrownianMotion | protected |
mudt (defined in MultivariateGeometricBrownianMotion) | MultivariateGeometricBrownianMotion | protected |
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) | 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() | 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) | MultivariateGeometricBrownianMotion | package |
t (defined in StochasticProcess) | StochasticProcess | protected |
x0 (defined in MultivariateStochasticProcess) | MultivariateStochasticProcess | protected |