BrownianMotion

Value Members

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

   

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2. final def ##(): Int

   

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

   

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4. def apply(x0: Double, parameters: BrownianMotionParameters, times: Seq[Double])(implicit wienerIncrements: (Seq[Double]) ⇒ WienerIncrements): BrownianMotion

   
   x0

   value of state at t=0

   wienerIncrements

   factory to create virtufin.math.random.WienerIncrements

5. final def asInstanceOf[T0]: T0

   

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6. def centralMoments(x0: Double, parameters: BrownianMotionParameters, t: Double): (Double, Double)

   

   First two central moments

   First two central moments

   x0

   initial value at t=0

   parameters

   the virtufin.math.random.BrownianMotionParameters

   t

   time

   returns

   the first and second central moment

7. def clone(): AnyRef

   

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

   

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9. def equals(arg0: Any): Boolean

   

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10. def finalize(): Unit

    

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

    

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12. def hashCode(): Int

    

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13. final def isInstanceOf[T0]: Boolean

    

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

    

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15. final def notify(): Unit

    

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16. final def notifyAll(): Unit

    

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

    

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18. def toProcess(x0: Double, parm: BrownianMotionParameters, wienerIncrements: WienerIncrements): BrownianMotion

    

19. def toString(): String

    

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20. final def wait(): Unit

    

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

    

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

    

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