| Package | Description |
|---|---|
| net.finmath.montecarlo.process |
Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.
|
| Modifier and Type | Method and Description |
|---|---|
EulerSchemeFromProcessModel.Scheme |
EulerSchemeFromProcessModel.getScheme() |
static EulerSchemeFromProcessModel.Scheme |
EulerSchemeFromProcessModel.Scheme.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static EulerSchemeFromProcessModel.Scheme[] |
EulerSchemeFromProcessModel.Scheme.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Constructor and Description |
|---|
EulerSchemeFromProcessModel(IndependentIncrements stochasticDriver,
EulerSchemeFromProcessModel.Scheme scheme)
Create an Euler discretization scheme.
|
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