C# 클래스 QLNet.EulerDiscretization

상속: IDiscretization, IDiscretization1D

파일 보기 프로젝트 열기: ammachado/QLNet

공개 메소드들

메소드	설명
covariance ( QLNet.StochasticProcess process, double t0, Vector x0, double dt ) : Matrix
diffusion ( QLNet.StochasticProcess process, double t0, Vector x0, double dt ) : Matrix
diffusion ( QLNet.StochasticProcess1D process, double t0, double x0, double dt ) : double
drift ( QLNet.StochasticProcess process, double t0, Vector x0, double dt ) : Vector
drift ( QLNet.StochasticProcess1D process, double t0, double x0, double dt ) : double
variance ( QLNet.StochasticProcess1D process, double t0, double x0, double dt ) : double

메소드 상세

covariance() 공개 메소드

public covariance ( QLNet.StochasticProcess process, double t0, Vector x0, double dt ) : Matrix
process	QLNet.StochasticProcess
t0	double
x0	Vector
dt	double
리턴	Matrix

diffusion() 공개 메소드

public diffusion ( QLNet.StochasticProcess process, double t0, Vector x0, double dt ) : Matrix
process	QLNet.StochasticProcess
t0	double
x0	Vector
dt	double
리턴	Matrix

diffusion() 공개 메소드

public diffusion ( QLNet.StochasticProcess1D process, double t0, double x0, double dt ) : double
process	QLNet.StochasticProcess1D
t0	double
x0	double
dt	double
리턴	double

drift() 공개 메소드

public drift ( QLNet.StochasticProcess process, double t0, Vector x0, double dt ) : Vector
process	QLNet.StochasticProcess
t0	double
x0	Vector
dt	double
리턴	Vector

drift() 공개 메소드

public drift ( QLNet.StochasticProcess1D process, double t0, double x0, double dt ) : double
process	QLNet.StochasticProcess1D
t0	double
x0	double
dt	double
리턴	double

variance() 공개 메소드

public variance ( QLNet.StochasticProcess1D process, double t0, double x0, double dt ) : double
process	QLNet.StochasticProcess1D
t0	double
x0	double
dt	double
리턴	double