Uses of Class
org.drip.measure.dynamics.DiffusionEvaluatorOrnsteinUhlenbeck

Packages that use DiffusionEvaluatorOrnsteinUhlenbeck

Package	Description
org.drip.execution.latent	Correlated Latent Market State Sequence
org.drip.measure.dynamics	Jump Diffusion Evolution Evaluator Variants
org.drip.measure.process	Jump Diffusion Evolver Process Variants

Uses of DiffusionEvaluatorOrnsteinUhlenbeck in org.drip.execution.latent

Methods in org.drip.execution.latent with parameters of type DiffusionEvaluatorOrnsteinUhlenbeck

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

Uses of DiffusionEvaluatorOrnsteinUhlenbeck in org.drip.measure.dynamics

Methods in org.drip.measure.dynamics that return DiffusionEvaluatorOrnsteinUhlenbeck

Modifier and Type	Method	Description
static DiffusionEvaluatorOrnsteinUhlenbeck	DiffusionEvaluatorOrnsteinUhlenbeck.Standard(double dblMeanReversionLevel, double dblBurstiness, double dblRelaxationTime)	Construct a Standard Instance of DiffusionEvaluatorOrnsteinUhlenbeck
static DiffusionEvaluatorOrnsteinUhlenbeck	DiffusionEvaluatorOrnsteinUhlenbeck.ZeroMean(double dblBurstiness, double dblRelaxationTime)	Construct a Zero-Mean Instance of DiffusionEvaluatorOrnsteinUhlenbeck

Uses of DiffusionEvaluatorOrnsteinUhlenbeck in org.drip.measure.process

Methods in org.drip.measure.process that return DiffusionEvaluatorOrnsteinUhlenbeck

Modifier and Type	Method	Description
DiffusionEvaluatorOrnsteinUhlenbeck	OrnsteinUhlenbeckPair.derived()	Retrieve the Derived R^1 Ornstein-Uhlenbeck Evaluator
DiffusionEvaluatorOrnsteinUhlenbeck	OrnsteinUhlenbeckPair.reference()	Retrieve the Reference R^1 Ornstein-Uhlenbeck Evaluator

Constructors in org.drip.measure.process with parameters of type DiffusionEvaluatorOrnsteinUhlenbeck

Constructor	Description
OrnsteinUhlenbeckPair(DiffusionEvaluatorOrnsteinUhlenbeck deouReference, DiffusionEvaluatorOrnsteinUhlenbeck deouDerived, double dblCorrelation)	OrnsteinUhlenbeckPair Constructor