Class/Object

virtufin.finance.model

MultivariateBlackParameters

Related Docs: object MultivariateBlackParameters | package model

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final case class MultivariateBlackParameters(drifts: Seq[Double], covariance: CovarianceMatrix) extends Product with Serializable

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Serializable, Serializable, Product, Equals, AnyRef, Any
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Inherited
  1. MultivariateBlackParameters
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. AnyRef
  7. Any
Implicitly
  1. by toMultivariateBrownianMotionParameters
  2. by any2stringadd
  3. by StringFormat
  4. by Ensuring
  5. by ArrowAssoc
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Instance Constructors

  1. new MultivariateBlackParameters(drifts: Seq[Double], covariance: CovarianceMatrix)

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Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any

  3. def +(other: String): String

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    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to any2stringadd[MultivariateBlackParameters] performed by method any2stringadd in scala.Predef.
    Definition Classes
    any2stringadd

  4. def ->[B](y: B): (MultivariateBlackParameters, B)

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    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to ArrowAssoc[MultivariateBlackParameters] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc
    Annotations
    @inline()

  5. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  6. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any

  7. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  8. val covariance: CovarianceMatrix

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  9. def dimension: Int

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    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to MultivariateBrownianMotionParameters performed by method toMultivariateBrownianMotionParameters in virtufin.finance.model.MultivariateBlackParameters.
    Definition Classes
    MultivariateBrownianMotionParameters

  10. val drifts: Seq[Double]

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  11. def ensuring(cond: (MultivariateBlackParameters) ⇒ Boolean, msg: ⇒ Any): MultivariateBlackParameters

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    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to Ensuring[MultivariateBlackParameters] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  12. def ensuring(cond: (MultivariateBlackParameters) ⇒ Boolean): MultivariateBlackParameters

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    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to Ensuring[MultivariateBlackParameters] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  13. def ensuring(cond: Boolean, msg: ⇒ Any): MultivariateBlackParameters

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    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to Ensuring[MultivariateBlackParameters] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  14. def ensuring(cond: Boolean): MultivariateBlackParameters

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    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to Ensuring[MultivariateBlackParameters] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  15. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  16. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  17. def formatted(fmtstr: String): String

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    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to StringFormat[MultivariateBlackParameters] performed by method StringFormat in scala.Predef.
    Definition Classes
    StringFormat
    Annotations
    @inline()

  18. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any

  19. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

  20. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  21. final def notify(): Unit

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    Definition Classes
    AnyRef

  22. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

  23. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef

  24. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  25. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  26. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  27. def →[B](y: B): (MultivariateBlackParameters, B)

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    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to ArrowAssoc[MultivariateBlackParameters] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc

Shadowed Implicit Value Members

  1. val covariance: CovarianceMatrix

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    covariance matrix

    covariance matrix

    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to MultivariateBrownianMotionParameters performed by method toMultivariateBrownianMotionParameters in virtufin.finance.model.MultivariateBlackParameters.
    Shadowing
    This implicitly inherited member is shadowed by one or more members in this class.
    To access this member you can use a type ascription:
    (multivariateBlackParameters: MultivariateBrownianMotionParameters).covariance
    Definition Classes
    MultivariateBrownianMotionParameters

  2. val drifts: Seq[Double]

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    drift

    drift

    Implicit information
    This member is added by an implicit conversion from MultivariateBlackParameters to MultivariateBrownianMotionParameters performed by method toMultivariateBrownianMotionParameters in virtufin.finance.model.MultivariateBlackParameters.
    Shadowing
    This implicitly inherited member is shadowed by one or more members in this class.
    To access this member you can use a type ascription:
    (multivariateBlackParameters: MultivariateBrownianMotionParameters).drifts
    Definition Classes
    MultivariateBrownianMotionParameters

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from AnyRef

Inherited from Any

Inherited by implicit conversion toMultivariateBrownianMotionParameters from MultivariateBlackParameters to MultivariateBrownianMotionParameters

Inherited by implicit conversion any2stringadd from MultivariateBlackParameters to any2stringadd[MultivariateBlackParameters]

Inherited by implicit conversion StringFormat from MultivariateBlackParameters to StringFormat[MultivariateBlackParameters]

Inherited by implicit conversion Ensuring from MultivariateBlackParameters to Ensuring[MultivariateBlackParameters]

Inherited by implicit conversion ArrowAssoc from MultivariateBlackParameters to ArrowAssoc[MultivariateBlackParameters]

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