Uses of Class
org.drip.dynamics.meanreverting.R1OrnsteinUhlenbeckStochasticEvolver

Packages that use R1OrnsteinUhlenbeckStochasticEvolver

Package	Description
org.drip.dynamics.meanreverting	Mean Reverting Stochastic Process Dynamics

Uses of R1OrnsteinUhlenbeckStochasticEvolver in org.drip.dynamics.meanreverting

Methods in org.drip.dynamics.meanreverting that return R1OrnsteinUhlenbeckStochasticEvolver

Modifier and Type	Method	Description
static R1OrnsteinUhlenbeckStochasticEvolver	R1OrnsteinUhlenbeckStochasticEvolver.Wiener(double meanReversionSpeed, double volatility, double timeWidth)	Construct a Weiner Instance of R1OrnsteinUhlenbeckStochasticEvolver Process