| Package | Description | 
|---|---|
| org.ojalgo.random.process | 
| Modifier and Type | Method and Description | 
|---|---|
GeometricBrownianMotion | 
GeometricBrownianMotion.convert(double convertionFactor)  | 
static GeometricBrownianMotion | 
GeometricBrownianMotion.estimate(Access1D<?> seriesOfSamples,
        double samplePeriod)  | 
static GeometricBrownianMotion | 
GeometricBrownianMotion.make(double expected,
    double variance)
Assuming initial value = 1.0 and horizon = 1.0. 
 | 
static GeometricBrownianMotion | 
GeometricBrownianMotion.make(double expected,
    double variance,
    double horizon)
Assuming initial value = 1.0. 
 | 
static GeometricBrownianMotion | 
GeometricBrownianMotion.make(double initialValue,
    double expectedFutureValue,
    double aVariance,
    double aHorizon)  | 
| Constructor and Description | 
|---|
GeometricBrownian1D(Access2D<?> correlations,
                   List<? extends GeometricBrownianMotion> processes)  | 
GeometricBrownian1D(List<? extends GeometricBrownianMotion> processes)  | 
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