MultivariateGeometricBrownianMotion

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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: Seq[Double], parameters: MultivariateBrownianMotionParameters, times: Seq[Double])(implicit wienerIncrements: (Int, Seq[Double]) ⇒ MultivariateWienerIncrements, sqrt: CovarianceMatrixSqrt): MultivariateGeometricBrownianMotion

   
   times

   sorted set of times, where the the first time is t=0

5. final def asInstanceOf[T0]: T0

   

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6. def centralMoments(x0: Seq[Double], parameters: MultivariateBrownianMotionParameters, t: Double): (Seq[Double], CovarianceMatrix)

   

7. def clone(): AnyRef

   

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8. def covariance(x0: (Double, Double), parameters: (BrownianMotionParameters, BrownianMotionParameters), correlation: Double, t: Double): Double

   

   Caluculates the covariance

   Caluculates the covariance

   x0

   a pair of initial values

   parameters

   a pair of virtufin.math.random.BrownianMotionParameters

   correlation

   the correlation of the underlying virtufin.math.random.MultivariateBrownianMotion

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

   

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10. def equals(arg0: Any): Boolean

    

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11. def finalize(): Unit

    

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

    

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13. def hashCode(): Int

    

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14. final def isInstanceOf[T0]: Boolean

    

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

    

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16. final def notify(): Unit

    

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17. final def notifyAll(): Unit

    

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

    

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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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