org.ojalgo.random.process
Class BigProcess

java.lang.Object
  org.ojalgo.random.process.BigProcess

Deprecated. Since Version 25. Use DiffusionProcess instead.

@Deprecated
public final class BigProcess
extends Object

Adapts DiffusionProcess to expose BigDecimal. Please note that all actual calculations are done using double.

Author:

apete

Constructor Summary

BigProcess(BigDecimal aLocalDrift, BigDecimal aDiffusionFunction)
Deprecated.

BigProcess(DateSeries<BigDecimal> aSeries, TimeUnit aTimeUnit)
Deprecated.

Method Summary

BigDecimal	getDiffusionFunction() Deprecated.
BigDecimal	getExpexted(int aHorizon) Deprecated.
BigDecimal	getLocalDrift() Deprecated.
BigDecimal	getStandardDeviation(int aHorizon) Deprecated.
BigDecimal	getVariance(int aHorizon) Deprecated.
void	setExpected(BigDecimal aReturn, int aHorizon) Deprecated.
void	setStandardDeviation(BigDecimal aStandardDeviation, int aHorizon) Deprecated.
void	setVariance(BigDecimal aVariance, int aHorizon) Deprecated.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BigProcess

public BigProcess(BigDecimal aLocalDrift,
                  BigDecimal aDiffusionFunction)

Deprecated.

BigProcess

public BigProcess(DateSeries<BigDecimal> aSeries,
                  TimeUnit aTimeUnit)

Deprecated.

Method Detail

getDiffusionFunction

public BigDecimal getDiffusionFunction()

Deprecated.

getExpexted

public BigDecimal getExpexted(int aHorizon)

Deprecated.

getLocalDrift

public BigDecimal getLocalDrift()

Deprecated.

getStandardDeviation

public BigDecimal getStandardDeviation(int aHorizon)

Deprecated.

getVariance

public BigDecimal getVariance(int aHorizon)

Deprecated.

setExpected

public void setExpected(BigDecimal aReturn,
                        int aHorizon)

Deprecated.

setStandardDeviation

public void setStandardDeviation(BigDecimal aStandardDeviation,
                                 int aHorizon)

Deprecated.

setVariance

public void setVariance(BigDecimal aVariance,
                        int aHorizon)

Deprecated.