/* *
 * Title:        

 * Description:  

 * Copyright:    Copyright (c) 

 * Company:      

 * @author
 * @version 1.0
 */


package umontreal.iro.lecuyer.stochprocess;
import umontreal.iro.lecuyer.rng.*;



/**
 * Same as {@link VarianceGammaProcessDiff}, but the two
 * inner {@link GammaProcess}'es are of the PCASymmetricalBridge type.
 * Also, generatePath(double[] uniform01) distributes the
 * lowest coordinates uniforms to the inner
 * GammaProcessPCA according to their eigenvalues.
 * 
 */
public class VarianceGammaProcessDiffPCASymmetricalBridge extends 
             VarianceGammaProcessDiffPCA  {






   /**
    * Constructs a new 
    * {@link VarianceGammaProcessDiffPCASymmetricalBridge} with 
    * parameters  
    * θ = theta, 
    * σ = sigma, 
    * ν = nu 
    * and initial value 
    * S(t0) = s0.  There is only
    * one {@link umontreal.iro.lecuyer.rng.RandomStream RandomStream} here which is
    * used for the two inner {@link GammaProcessPCASymmetricalBridge}'s.  The other
    * parameters are set as in {@link VarianceGammaProcessDiff}.
    * 
    */
public VarianceGammaProcessDiffPCASymmetricalBridge (
                                               double s0, double theta, 
                                               double sigma, double nu, 
                                               RandomStream stream)  {
    super(s0, theta, sigma, nu, new GammaProcessPCASymmetricalBridge (0.0, 1.0, 1.0, stream),
	  new GammaProcessPCASymmetricalBridge (0.0, 1.0, 1.0, stream));
    // Params mu, nu of the 2 gamma processes are redefined in init()
    // which will be called after a call to 'setObservTimes'
}


}