C# Класс QLNet.EulerDiscretization

Наследование: IDiscretization, IDiscretization1D

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Открытые методы

Метод	Описание
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

Описание методов

covariance() публичный Метод

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

diffusion() публичный Метод

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

diffusion() публичный Метод

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

drift() публичный Метод

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

drift() публичный Метод

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

variance() публичный Метод

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