Uses of Class
org.drip.dynamics.sabr.StochasticVolatilityStateEvolver

Packages that use StochasticVolatilityStateEvolver

Package	Description
org.drip.dynamics.sabr	SABR Based Latent State Evolution

Uses of StochasticVolatilityStateEvolver in org.drip.dynamics.sabr

Methods in org.drip.dynamics.sabr that return StochasticVolatilityStateEvolver

Modifier and Type	Method	Description
static StochasticVolatilityStateEvolver	StochasticVolatilityStateEvolver.CEV(ForwardLabel lslForward, double dblBeta, double dblRho, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic)	Create a Constant Elasticity of Variance SABR Instance
static StochasticVolatilityStateEvolver	StochasticVolatilityStateEvolver.Gaussian(ForwardLabel lslForward, double dblRho, double dblVolatilityOfVolatility, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic)	Create a Gaussian SABR Instance
static StochasticVolatilityStateEvolver	StochasticVolatilityStateEvolver.Lognormal(ForwardLabel lslForward, double dblRho, double dblVolatilityOfVolatility, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic)	Create a Log-normal SABR Instance