org.jquantlib.model.marketmodels

Class BrownianGenerator

java.lang.Object

org.jquantlib.model.marketmodels.BrownianGenerator

public abstract class BrownianGenerator
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
BrownianGenerator()

Method Summary

Modifier and Type	Method and Description
abstract double	nextPath()
abstract double	nextStep()
abstract int	numberOfFactors()
abstract int	numberOfSteps()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BrownianGenerator

public BrownianGenerator()

Method Detail

nextStep

public abstract double nextStep()

nextPath

public abstract double nextPath()

numberOfFactors

public abstract int numberOfFactors()

numberOfSteps

public abstract int numberOfSteps()