SSJ  3.3.1
Stochastic Simulation in Java
VarianceGammaProcess Member List

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

BM (defined in VarianceGammaProcess)VarianceGammaProcessprotected
d (defined in StochasticProcess)StochasticProcessprotected
generatePath()VarianceGammaProcess
generatePath(double[] uniform01)VarianceGammaProcess
umontreal::ssj::stochprocess::StochasticProcess.generatePath(RandomStream stream)StochasticProcess
getArrayMappingCounterToIndex()StochasticProcess
getBrownianMotion()VarianceGammaProcess
getCurrentObservation()StochasticProcess
getCurrentObservationIndex()StochasticProcess
getGammaProcess()VarianceGammaProcess
getNu()VarianceGammaProcess
getNumObservationTimes()StochasticProcess
getObservation(int j)StochasticProcess
getObservationTimes()StochasticProcess
getPath()StochasticProcess
getSigma()VarianceGammaProcess
getStream()VarianceGammaProcess
getSubpath(double[] subpath, int[] pathIndices)StochasticProcess
getTheta()VarianceGammaProcess
getX0()StochasticProcess
hasNextObservation()StochasticProcess
init() (defined in VarianceGammaProcess)VarianceGammaProcessprotected
nextObservation()VarianceGammaProcess
nu (defined in VarianceGammaProcess)VarianceGammaProcesspackage
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
randomTime (defined in VarianceGammaProcess)VarianceGammaProcessprotected
resetStartProcess()VarianceGammaProcess
setObservationTimes(double t[], int d)VarianceGammaProcess
umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double[] T, int d)StochasticProcess
umontreal::ssj::stochprocess::StochasticProcess.setObservationTimes(double delta, int d)StochasticProcess
setParams(double s0, double theta, double sigma, double nu)VarianceGammaProcess
setStream(RandomStream stream)VarianceGammaProcess
setX0(double s0)StochasticProcess
sigma (defined in VarianceGammaProcess)VarianceGammaProcesspackage
t (defined in StochasticProcess)StochasticProcessprotected
theta (defined in VarianceGammaProcess)VarianceGammaProcessprotected
VarianceGammaProcess() (defined in VarianceGammaProcess)VarianceGammaProcess
VarianceGammaProcess(double s0, double theta, double sigma, double nu, RandomStream stream)VarianceGammaProcess
VarianceGammaProcess(double s0, BrownianMotion BM, GammaProcess Gamma)VarianceGammaProcess
x0 (defined in StochasticProcess)StochasticProcessprotected