Package org.drip.dynamics.meanreverting

Mean Reverting Stochastic Process Dynamics

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
CKLSParameters	CKLSParameters contains the Parameters for the R1 Chan-Karolyi-Longstaff-Sanders 1992 Stochastic Evolver.
R1BrownianStochasticEvolver	R1BrownianStochasticEvolver implements the R1 Brownian Stochastic Evolver.
R1CIRStochasticEvolver	R1CIRStochasticEvolver implements the R1 Cos-Ingersoll-Ross Stochastic Evolver.
R1CKLSStochasticEvolver	R1CKLSStochasticEvolver implements the R1 Chan-Karolyi-Longstaff-Sanders 1992 Stochastic Evolver.
R1OrnsteinUhlenbeckStochasticEvolver	R1OrnsteinUhlenbeckStochasticEvolver implements the R1 Ornstein-Uhlenbeck Stochastic Evolver.
R1VasicekStochasticEvolver	R1VasicekStochasticEvolver implements the R1 Vasicek Stochastic Evolver.