- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.StochasticProcess
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
ExtOUWithJumpsProcess,G2ForwardProcess,G2Process,GJRGARCHProcess,HestonProcess,HestonSLVProcess,KlugeExtOUProcess,StochasticProcess1D,StochasticProcessArray
public class StochasticProcess extends Observable implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedStochasticProcess(long cPtr, boolean cMemoryOwn)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description Matrixcovariance(double t0, Array x0, double dt)voiddelete()Matrixdiffusion(double t, Array x)Arraydrift(double t, Array x)Arrayevolve(double t0, Array x0, double dt, Array dw)Arrayexpectation(double t0, Array x0, double dt)longfactors()protected voidfinalize()protected static longgetCPtr(StochasticProcess obj)ArrayinitialValues()longsize()MatrixstdDeviation(double t0, Array x0, double dt)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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StochasticProcess
protected StochasticProcess(long cPtr, boolean cMemoryOwn)
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Method Detail
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getCPtr
protected static long getCPtr(StochasticProcess obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classObservable
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finalize
protected void finalize()
- Overrides:
finalizein classObservable
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classObservable
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size
public long size()
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factors
public long factors()
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initialValues
public Array initialValues()
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expectation
public Array expectation(double t0, Array x0, double dt)
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stdDeviation
public Matrix stdDeviation(double t0, Array x0, double dt)
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covariance
public Matrix covariance(double t0, Array x0, double dt)
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