Uses of Class
org.drip.execution.latent.OrnsteinUhlenbeckSequence

Packages that use OrnsteinUhlenbeckSequence

Package	Description
org.drip.execution.latent

Uses of OrnsteinUhlenbeckSequence in org.drip.execution.latent

Methods in org.drip.execution.latent that return OrnsteinUhlenbeckSequence

Modifier and Type	Method and Description
static OrnsteinUhlenbeckSequence	OrnsteinUhlenbeckSequence.Correlated(OrnsteinUhlenbeckProcess2D oup2D, double dblGenerationInterval, double dblInitialLiquidityMarketState, double dblInitialVolatilityMarketState, int iCount) Construct a Standard Correlated Instance of OrnsteinUhlenbeckSequence
static OrnsteinUhlenbeckSequence	OrnsteinUhlenbeckSequence.Systemic(OrnsteinUhlenbeckProcess1D oup1D, double dblGenerationInterval, double dblInitialMarketState, int iCount) Construct a Standard Systemic Instance of OrnsteinUhlenbeckSequence