Uses of Class
org.drip.measure.dynamics.DiffusionEvaluatorLogarithmic
Package | Description |
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org.drip.exposure.csadynamics |
CSA Numeraire Basis/Measure Dynamics
|
org.drip.measure.dynamics |
Jump Diffusion Evolution Evaluator Variants
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Uses of DiffusionEvaluatorLogarithmic in org.drip.exposure.csadynamics
Methods in org.drip.exposure.csadynamics that return DiffusionEvaluatorLogarithmic Modifier and Type Method Description DiffusionEvaluatorLogarithmic
FundingBasisEvolver. underlyingEvolver()
Retrieve the Underlying Diffusion EvolverConstructors in org.drip.exposure.csadynamics with parameters of type DiffusionEvaluatorLogarithmic Constructor Description FundingBasisEvolver(DiffusionEvaluatorLogarithmic underlyingEvolver, DiffusionEvaluatorMeanReversion fundingSpreadEvolver, double correlation)
FundingBasisEvolver Constructor -
Uses of DiffusionEvaluatorLogarithmic in org.drip.measure.dynamics
Methods in org.drip.measure.dynamics that return DiffusionEvaluatorLogarithmic Modifier and Type Method Description static DiffusionEvaluatorLogarithmic
DiffusionEvaluatorLogarithmic. Standard(double dblDrift, double dblVolatility)
Generate a Standard Instance of DiffusionEvaluatorLogarithmic