GBM Class Reference

#include <stochastic_process.h>

List of all members.

Public Member Functions
	GBM (int num_samples, int dim, double *Xo, double *mu, double *cov)
	~GBM ()
double	outcome (int sample_indx, int dim_indx, double Time) const
Private Attributes
const int	num_samples
const int	dim
const double *	Xo
const double *	mu
const double *	sigma
RandomNumber **	Z
double **	Zptr
double *	sig_squared

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Constructor & Destructor Documentation

GBM::GBM	(	int	num_samples,
		int	dim,
		double *	Xo,
		double *	mu,
		double *	cov
	)

GBM::~GBM

(

)

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Member Function Documentation

double GBM::outcome	(	int	sample_indx,
		int	dim_indx,
		double	Time
	)			const

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Member Data Documentation

const int GBM::num_samples [private]

const int GBM::dim [private]

const double* GBM::Xo [private]

const double* GBM::mu [private]

const double* GBM::sigma [private]

RandomNumber** GBM::Z [private]

double** GBM::Zptr [private]

double* GBM::sig_squared [private]

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The documentation for this class was generated from the following files:

• include/stochastic_process.h
• src/Options/stochastic_process.cpp