Uses of Class
org.ojalgo.random.process.GeometricBrownianMotion
Packages that use GeometricBrownianMotion
Package
Description
Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio
Theory.
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Uses of GeometricBrownianMotion in org.ojalgo.data.domain.finance
Methods in org.ojalgo.data.domain.finance that return GeometricBrownianMotionModifier and TypeMethodDescriptionstatic GeometricBrownianMotion
FinanceUtils.estimateExcessDiffusionProcess
(CalendarDateSeries<?> priceSeries, CalendarDateSeries<?> riskFreeInterestRateSeries, CalendarDateUnit timeUnit) -
Uses of GeometricBrownianMotion in org.ojalgo.data.domain.finance.portfolio
Methods in org.ojalgo.data.domain.finance.portfolio that return GeometricBrownianMotion -
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 GeometricBrownianMotionModifier and TypeFieldDescriptionprivate Process1D
<GeometricBrownianMotion> PortfolioSimulator.myProcess
Constructor parameters in org.ojalgo.data.domain.finance.portfolio.simulator with type arguments of type GeometricBrownianMotionModifierConstructorDescriptionPortfolioSimulator
(Access2D<?> correlations, List<GeometricBrownianMotion> assetProcesses) -
Uses of GeometricBrownianMotion in org.ojalgo.random.process
Methods in org.ojalgo.random.process that return GeometricBrownianMotionModifier and TypeMethodDescriptionGeometricBrownianMotion.convert
(double convertionFactor) static GeometricBrownianMotion
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)