org.ojalgo.random.process
Class GeometricBrownian1D

java.lang.Object
  org.ojalgo.random.process.GeometricBrownian1D

public class GeometricBrownian1D
extends Object

Constructor Summary

GeometricBrownian1D(Access2D<?> aCorrelationsMatrix, List<? extends GeometricBrownianMotion> someProcs)

GeometricBrownian1D(List<? extends GeometricBrownianMotion> someProcs)

Method Summary

double	getValue(int index)
SimpleArray.Primitive	getValues()
void	setValue(int index, double newValue)
void	setValues(Access1D<?> aValue)
int	size()
Array1D<Double>	step(double aStepSize)

Methods inherited from class java.lang.Object

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

Constructor Detail

GeometricBrownian1D

public GeometricBrownian1D(Access2D<?> aCorrelationsMatrix,
                           List<? extends GeometricBrownianMotion> someProcs)

GeometricBrownian1D

public GeometricBrownian1D(List<? extends GeometricBrownianMotion> someProcs)

Method Detail

getValue

public double getValue(int index)

getValues

public SimpleArray.Primitive getValues()

setValue

public void setValue(int index,
                     double newValue)

setValues

public void setValues(Access1D<?> aValue)

size

public int size()

step

public Array1D<Double> step(double aStepSize)