public class GeometricBrownian1D extends Object
Constructor and Description |
---|
GeometricBrownian1D(Access2D<?> correlations,
List<? extends GeometricBrownianMotion> processes) |
GeometricBrownian1D(List<? extends GeometricBrownianMotion> processes) |
Modifier and Type | Method and Description |
---|---|
protected org.ojalgo.random.process.AbstractProcess<?> |
getProcess(int index) |
double |
getValue(int index) |
Primitive64Array |
getValues() |
void |
setValue(int index,
double newValue) |
void |
setValues(Access1D<?> newValues) |
int |
size() |
Array1D<Double> |
step(double stepSize) |
public GeometricBrownian1D(Access2D<?> correlations, List<? extends GeometricBrownianMotion> processes)
public GeometricBrownian1D(List<? extends GeometricBrownianMotion> processes)
public double getValue(int index)
public Primitive64Array getValues()
public void setValue(int index, double newValue)
public void setValues(Access1D<?> newValues)
public int size()
protected org.ojalgo.random.process.AbstractProcess<?> getProcess(int index)
Copyright © 2019 Optimatika. All rights reserved.