public class MultivariateRandomWalk extends MultivariateRandomProcess
| Constructor and Description |
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MultivariateRandomWalk(MultivariateDiscreteSDE sde,
TimeGrid timeGrid,
Vector x0)
Construct a multivariate stochastic process from an SDE.
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| Modifier and Type | Method and Description |
|---|---|
double[] |
nextVector()
Get the next random vector.
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void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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public MultivariateRandomWalk(MultivariateDiscreteSDE sde, TimeGrid timeGrid, Vector x0)
sde - a discrete SDEtimeGrid - specifying the time points in a gridx0 - the initial value of the processpublic void seed(long... seeds)
Seedableseed in interface Seedableseed in class MultivariateRandomProcessseeds - the seedspublic double[] nextVector()
RandomVectorGeneratorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.