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

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
DiffusionEvaluatorOrnsteinUhlenbeck	OrnsteinUhlenbeckPair.derived()	Retrieve the Derived R1 Ornstein-Uhlenbeck Evaluator
DiffusionEvaluatorOrnsteinUhlenbeck	OrnsteinUhlenbeckPair.reference()	Retrieve the Reference R1 Ornstein-Uhlenbeck Evaluator
static DiffusionEvaluatorOrnsteinUhlenbeck	DiffusionEvaluatorOrnsteinUhlenbeck.Standard(double meanReversionLevel, double burstiness, double relaxationTime)	Construct a Standard Instance of DiffusionEvaluatorOrnsteinUhlenbeck
static DiffusionEvaluatorOrnsteinUhlenbeck	DiffusionEvaluatorOrnsteinUhlenbeck.ZeroMean(double burstiness, double relaxationTime)	Construct a Zero-Mean Instance of DiffusionEvaluatorOrnsteinUhlenbeck

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

Constructor	Description
OrnsteinUhlenbeckPair(DiffusionEvaluatorOrnsteinUhlenbeck referenceDiffusionEvaluator, DiffusionEvaluatorOrnsteinUhlenbeck derivedDiffusionEvaluator, double correlation)	OrnsteinUhlenbeckPair Constructor