public class RandomRealizationOfRandomProcess extends Object implements RandomRealizationGenerator
| Constructor and Description |
|---|
RandomRealizationOfRandomProcess(DiscreteSDE sde,
TimeGrid timeGrid,
double x0)
Construct a random realization generator from a discrete SDE.
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RandomRealizationOfRandomProcess(RandomProcess process,
int size)
Construct a random realization generator from a random/stochastic process.
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RandomRealizationOfRandomProcess(RandomProcess process,
int size,
RandomLongGenerator uniform)
Construct a random realization generator from a random/stochastic process.
|
RandomRealizationOfRandomProcess(SDE sde,
int size)
Construct a random realization generator from an SDE.
|
RandomRealizationOfRandomProcess(SDE sde,
TimeGrid timeGrid,
double x0)
Construct a random realization generator from an SDE.
|
| Modifier and Type | Method and Description |
|---|---|
Realization |
nextRealization()
Construct a realization of a univariate stochastic process.
|
void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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public RandomRealizationOfRandomProcess(RandomProcess process, int size, RandomLongGenerator uniform)
process - a random processsize - the size of the realizationsuniform - a uniform random number generatorpublic RandomRealizationOfRandomProcess(RandomProcess process, int size)
process - a random processsize - the size of the realizationspublic RandomRealizationOfRandomProcess(DiscreteSDE sde, TimeGrid timeGrid, double x0)
sde - a discrete approximation of an SDEtimeGrid - specifying the time points in a gridx0 - the initial value of the processpublic RandomRealizationOfRandomProcess(SDE sde, TimeGrid timeGrid, double x0)
sde - a continuous time SDEtimeGrid - specifying the time points in a gridx0 - the initial value of the processpublic RandomRealizationOfRandomProcess(SDE sde, int size)
sde - a continuous time SDEsize - the size of the realizationspublic void seed(long... seeds)
Seedablepublic Realization nextRealization()
RandomRealizationGeneratornextRealization in interface RandomRealizationGeneratorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.