Class/Object

virtufin.math.random

MultivariateBrownianMotionParameters

Related Docs: object MultivariateBrownianMotionParameters | package random

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

drifts

drift

covariance

covariance matrix

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

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

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    drifts

    drift

    covariance

    covariance matrix

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 MultivariateBrownianMotionParameters to any2stringadd[MultivariateBrownianMotionParameters] performed by method any2stringadd in scala.Predef.
    Definition Classes
    any2stringadd

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

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    Implicit information
    This member is added by an implicit conversion from MultivariateBrownianMotionParameters to ArrowAssoc[MultivariateBrownianMotionParameters] 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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    covariance matrix

  9. def dimension: Int

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  10. val drifts: Seq[Double]

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    drift

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

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

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

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

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

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

  14. def ensuring(cond: Boolean): MultivariateBrownianMotionParameters

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    Implicit information
    This member is added by an implicit conversion from MultivariateBrownianMotionParameters to Ensuring[MultivariateBrownianMotionParameters] 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 MultivariateBrownianMotionParameters to StringFormat[MultivariateBrownianMotionParameters] 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): (MultivariateBrownianMotionParameters, B)

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

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from AnyRef

Inherited from Any

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

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

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

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

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