Uses of Class
org.drip.quant.stochastic.GenericIncrement

Packages that use GenericIncrement

Package	Description
org.drip.execution.tradingtime
org.drip.quant.stochastic

Uses of GenericIncrement in org.drip.execution.tradingtime

Subclasses of GenericIncrement in org.drip.execution.tradingtime

Modifier and Type	Class and Description
class	VolumeTimeFrame VolumeTimeFrame implements the Pre- and Post-transformed Increment in the Volume Time Space as used in the "Trading Time" Model.

Uses of GenericIncrement in org.drip.quant.stochastic

Methods in org.drip.quant.stochastic that return GenericIncrement

Modifier and Type	Method and Description
GenericIncrement[]	OrnsteinUhlenbeckProcess2D.increment(double[] adblOrnsteinUhlenbeckVariate, double[] adblRandomRealization, double dblTimeIncrement) Generate the Adjacent Increment Set from the specified Ornstein Uhlenbeck Random Variate Pair
GenericIncrement	OrnsteinUhlenbeckProcess1D.increment(double dblOrnsteinUhlenbeckVariate, double dblRandomRealization, double dblTimeIncrement) Generate the Adjacent Increment from the specified Ornstein Uhlenbeck Random Variate
GenericIncrement[]	OrnsteinUhlenbeckProcess2D.weinerIncrement(double[] adblOrnsteinUhlenbeckVariate, double dblTimeIncrement) Generate the Weiner Based Increment Sequence from the Current Ornstein Uhlenbeck Random Variate
GenericIncrement	OrnsteinUhlenbeckProcess1D.weinerIncrement(double dblOrnsteinUhlenbeckVariate, double dblTimeIncrement) Generate the Adjacent Increment from the specified Ornstein Uhlenbeck Variate and a Weiner Driver