Uses of Class
org.drip.quant.stochastic.OrnsteinUhlenbeckProcess1D

Packages that use OrnsteinUhlenbeckProcess1D

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

Uses of OrnsteinUhlenbeckProcess1D in org.drip.execution.latent

Methods in org.drip.execution.latent with parameters of type OrnsteinUhlenbeckProcess1D

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

Uses of OrnsteinUhlenbeckProcess1D in org.drip.quant.stochastic

Methods in org.drip.quant.stochastic that return OrnsteinUhlenbeckProcess1D

Modifier and Type	Method and Description
OrnsteinUhlenbeckProcess1D	OrnsteinUhlenbeckProcess2D.derived() Retrieve the Derived 1D Ornstein-Uhlenbeck Process
OrnsteinUhlenbeckProcess1D	OrnsteinUhlenbeckProcess2D.reference() Retrieve the Reference 1D Ornstein-Uhlenbeck Process
static OrnsteinUhlenbeckProcess1D	OrnsteinUhlenbeckProcess1D.ZeroMean(double dblBurstiness, double dblRelaxationTime) Construct a Zero-Mean Instance of OrnsteinUhlenbeckProcess1D

Constructors in org.drip.quant.stochastic with parameters of type OrnsteinUhlenbeckProcess1D

Constructor and Description
OrnsteinUhlenbeckProcess2D(OrnsteinUhlenbeckProcess1D oupReference, OrnsteinUhlenbeckProcess1D oupDerived, double dblCorrelation) OrnsteinUhlenbeckProcess2D Constructor