ConstantSigma1 instead.@Deprecated public class ConstantSigma2 extends DiffusionSigma
| Constructor and Description |
|---|
ConstantSigma2(Matrix sigma)
Deprecated.
Construct a constant diffusion coefficient function.
|
| Modifier and Type | Method and Description |
|---|---|
int |
dimension()
Deprecated.
Get the dimension of the process.
|
int |
nB()
Deprecated.
Get the number of independent Brownian motions.
|
FtAdaptedRealFunction |
sigma_ij(int i,
int j)
Deprecated.
Get the Ft adapted function the D[i,j] entry in the diffusion matrix.
|
evaluatepublic ConstantSigma2(Matrix sigma)
sigma - the constant diffusion matrixpublic FtAdaptedRealFunction sigma_ij(int i, int j)
DiffusionSigmasigma_ij in class DiffusionSigmai - the row indexj - the column indexpublic int dimension()
DiffusionMatrixpublic int nB()
DiffusionMatrixCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.