Uses of Class
org.drip.execution.latent.OrnsteinUhlenbeckSequence

Packages that use OrnsteinUhlenbeckSequence

Package	Description
org.drip.execution.latent	Correlated Latent Market State Sequence

Uses of OrnsteinUhlenbeckSequence in org.drip.execution.latent

Methods in org.drip.execution.latent that return OrnsteinUhlenbeckSequence

Modifier and Type	Method	Description
static OrnsteinUhlenbeckSequence	OrnsteinUhlenbeckSequence.Correlated(OrnsteinUhlenbeckPair oup2D, double dblGenerationInterval, double dblInitialLiquidityMarketState, double dblInitialVolatilityMarketState, int iCount)	Construct a Standard Correlated Instance of OrnsteinUhlenbeckSequence
static OrnsteinUhlenbeckSequence	OrnsteinUhlenbeckSequence.Systemic(DiffusionEvaluatorOrnsteinUhlenbeck deou, double dblGenerationInterval, double dblInitialMarketState, int iCount)	Construct a Standard Systemic Instance of OrnsteinUhlenbeckSequence