Uses of Class
org.ojalgo.random.process.GeometricBrownianMotion
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Packages that use GeometricBrownianMotion Package Description org.ojalgo.data.domain.finance org.ojalgo.data.domain.finance.portfolio Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio Theory.org.ojalgo.data.domain.finance.portfolio.simulator org.ojalgo.random.process -
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Uses of GeometricBrownianMotion in org.ojalgo.data.domain.finance
Methods in org.ojalgo.data.domain.finance that return GeometricBrownianMotion Modifier and Type Method Description static GeometricBrownianMotion
FinanceUtils. estimateExcessDiffusionProcess(CalendarDateSeries<?> priceSeries, CalendarDateSeries<?> riskFreeInterestRateSeries, CalendarDateUnit timeUnit)
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Uses of GeometricBrownianMotion in org.ojalgo.data.domain.finance.portfolio
Methods in org.ojalgo.data.domain.finance.portfolio that return GeometricBrownianMotion Modifier and Type Method Description GeometricBrownianMotion
FinancePortfolio. forecast()
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Uses of GeometricBrownianMotion in org.ojalgo.data.domain.finance.portfolio.simulator
Fields in org.ojalgo.data.domain.finance.portfolio.simulator with type parameters of type GeometricBrownianMotion Modifier and Type Field Description private Process1D<GeometricBrownianMotion>
PortfolioSimulator. myProcess
Constructor parameters in org.ojalgo.data.domain.finance.portfolio.simulator with type arguments of type GeometricBrownianMotion Constructor Description PortfolioSimulator(Access2D<?> correlations, java.util.List<GeometricBrownianMotion> assetProcesses)
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Uses of GeometricBrownianMotion in org.ojalgo.random.process
Methods in org.ojalgo.random.process that return GeometricBrownianMotion Modifier and Type Method 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)
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