org.ojalgo.random.process.simulator
Class DiffusionSimulator

java.lang.Object
  org.ojalgo.random.process.simulator.DiffusionSimulator

All Implemented Interfaces:

ProcessSimulator

public class DiffusionSimulator
extends Object

Constructor Summary

DiffusionSimulator(DiffusionProcess aProcess)

Method Summary

SampleSet[]	simulate(int aNumberOfRealisations, double aStepSize, int aNumberOfSimulationSteps)
SampleSet[]	simulate(int aNumberOfRealisations, int aNumberOfSimulationSteps)

Methods inherited from class java.lang.Object

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

Constructor Detail

DiffusionSimulator

public DiffusionSimulator(DiffusionProcess aProcess)

Method Detail

simulate

public SampleSet[] simulate(int aNumberOfRealisations,
                            double aStepSize,
                            int aNumberOfSimulationSteps)

Specified by:

simulate in interface ProcessSimulator

simulate

public SampleSet[] simulate(int aNumberOfRealisations,
                            int aNumberOfSimulationSteps)

Specified by:

simulate in interface ProcessSimulator