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finMath lib cuda-extensions documentation
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A

abs() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
abs() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
abs() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
accrue(RandomVariable, double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
accrue(RandomVariable, double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
accrue(RandomVariable, double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
add(double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
add(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
add(double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
add(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
add(double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
add(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
addProduct(RandomVariable, double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
addProduct(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
addProduct(RandomVariable, double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
addProduct(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
addProduct(RandomVariable, double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
addProduct(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
addRatio(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
addRatio(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
addRatio(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
addSumProduct(List<RandomVariable>, List<RandomVariable>) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
apply(DoubleUnaryOperator) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
apply(DoubleBinaryOperator, RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
apply(DoubleTernaryOperator, RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
apply(DoubleUnaryOperator) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
apply(DoubleBinaryOperator, RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
apply(DoubleTernaryOperator, RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
apply(DoubleUnaryOperator) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
apply(DoubleBinaryOperator, RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
apply(DoubleTernaryOperator, RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
average() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
average() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
average() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 

B

BrownianMotionCudaWithHostRandomVariable - Class in net.finmath.montecarlo.cuda.alternative
Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...,Wn) where Wi is a Brownian motion and Wi, Wj are independent for i not equal j.
BrownianMotionCudaWithHostRandomVariable(TimeDiscretization, int, int, int, AbstractRandomVariableFactory) - Constructor for class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
Construct a Brownian motion.
BrownianMotionCudaWithHostRandomVariable(TimeDiscretization, int, int, int) - Constructor for class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
Construct a Brownian motion.
BrownianMotionCudaWithRandomVariableCuda - Class in net.finmath.montecarlo.cuda.alternative
Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...,Wn) where Wi is a Brownian motion and Wi, Wj are independent for i not equal j.
BrownianMotionCudaWithRandomVariableCuda(TimeDiscretization, int, int, int, AbstractRandomVariableFactory) - Constructor for class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
Construct a Brownian motion.
BrownianMotionCudaWithRandomVariableCuda(TimeDiscretization, int, int, int) - Constructor for class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
Construct a Brownian motion.
BrownianMotionJavaRandom - Class in net.finmath.montecarlo.cuda.alternative
Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...,Wn) where Wi is a Brownian motion and Wi, Wj are independent for i not equal j.
BrownianMotionJavaRandom(TimeDiscretization, int, int, int, AbstractRandomVariableFactory) - Constructor for class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
Construct a Brownian motion.
BrownianMotionJavaRandom(TimeDiscretization, int, int, int) - Constructor for class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
Construct a Brownian motion.
bus(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
bus(double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
bus(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
bus(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 

C

cache() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
cache() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
cache() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
cap(double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
cap(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
cap(double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
cap(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
cap(double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
cap(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
choose(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
choose(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
choose(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
clean() - Static method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
context - Static variable in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
context - Static variable in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
cos() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
cos() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
cos() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
createRandomVariable(double, double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCudaFactory
 
createRandomVariable(double, double[]) - Method in class net.finmath.montecarlo.cuda.RandomVariableCudaFactory
 
createRandomVariable(double, double) - Method in class net.finmath.montecarlo.RandomVariableFloatFactory
 
createRandomVariable(double, double[]) - Method in class net.finmath.montecarlo.RandomVariableFloatFactory
 

D

device - Static variable in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
device - Static variable in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
DevicePointerReference(CUdeviceptr) - Constructor for class net.finmath.montecarlo.cuda.RandomVariableCuda.DevicePointerReference
 
discount(RandomVariable, double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
discount(RandomVariable, double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
discount(RandomVariable, double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
div(double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
div(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
div(double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
div(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
div(double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
div(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
doubleValue() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
doubleValue() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
doubleValue() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 

E

equals(Object) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
equals(Object) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
equals(Object) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
equals(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
equals(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
equals(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
exp() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
exp() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
exp() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
expand(int) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 

F

finalize() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
floor(double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
floor(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
floor(double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
floor(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
floor(double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
floor(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 

G

get(int) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
get() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda.DevicePointerReference
 
get(int) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
get(int) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getAverage() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getAverage(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getAverage() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getAverage(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getAverage() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getAverage(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getBrownianIncrement(int, int) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
getBrownianIncrement(int, int) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
getBrownianIncrement(int, int) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
getCloneWithModifiedSeed(int) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
getCloneWithModifiedSeed(int) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
getCloneWithModifiedSeed(int) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
getCloneWithModifiedTimeDiscretization(TimeDiscretization) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
getCloneWithModifiedTimeDiscretization(TimeDiscretization) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
getCloneWithModifiedTimeDiscretization(TimeDiscretization) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
getConditionalExpectation(ConditionalExpectationEstimator) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getCUdeviceptr(long) - Static method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getDevicePointer(long) - Static method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getFiltrationTime() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getFiltrationTime() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getFiltrationTime() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getHistogram(double[]) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getHistogram(int, double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getHistogram(double[]) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getHistogram(int, double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getHistogram(double[]) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getHistogram(int, double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getIncrement(int, int) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
getIncrement(int, int) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
getIncrement(int, int) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
getMax() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getMax() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getMax() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getMin() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getMin() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getMin() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getNumberOfFactors() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
getNumberOfFactors() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
getNumberOfFactors() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
getNumberOfPaths() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
getNumberOfPaths() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
getNumberOfPaths() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
getOperator() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getOperator() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getOperator() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getQuantile(double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getQuantile(double, RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getQuantile(double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getQuantile(double, RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getQuantile(double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getQuantile(double, RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getQuantileExpectation(double, double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getQuantileExpectation(double, double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getQuantileExpectation(double, double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getRandomVariableForConstant(double) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
getRandomVariableForConstant(double) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
getRandomVariableForConstant(double) - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
getRealizations() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getRealizations() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getRealizations() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getRealizationsStream() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getRealizationsStream() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getRealizationsStream() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getSampleVariance() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getSampleVariance() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getSampleVariance() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getSeed() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
getSeed() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
getSeed() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
getStandardDeviation() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getStandardDeviation(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getStandardDeviation() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getStandardDeviation(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getStandardDeviation() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getStandardDeviation(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getStandardError() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getStandardError(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getStandardError() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getStandardError(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getStandardError() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getStandardError(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getTimeDiscretization() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
getTimeDiscretization() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
getTimeDiscretization() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
getTypePriority() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getTypePriority() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getTypePriority() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getVariance() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getVariance(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
getVariance() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getVariance(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
getVariance() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
getVariance(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 

H

hashCode() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
hashCode() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
hashCode() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 

I

invert() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
invert() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
invert() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
isDeterministic() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
isDeterministic() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
isDeterministic() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
isNaN() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
isNaN() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
isNaN() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 

J

JCudaUtils - Class in net.finmath.jcuda
Adapted from JCuda examples: Reads a CUDA file, compiles it to a PTX file using NVCC, loads the PTX file as a module and executes the kernel function.
JCudaUtils() - Constructor for class net.finmath.jcuda.JCudaUtils
 

L

log() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
log() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
log() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 

M

module - Static variable in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
mult(double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
mult(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
mult(double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
mult(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
mult(double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
mult(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 

N

net.finmath.jcuda - package net.finmath.jcuda
Provides utility classes for JCuda, e.g.
net.finmath.montecarlo - package net.finmath.montecarlo
Provides implementation of RandomVariable and RandomVariableFactory.
net.finmath.montecarlo.cuda - package net.finmath.montecarlo.cuda
Provides Cuda implementations of RandomVariable and RandomVariableFactory.
net.finmath.montecarlo.cuda.alternative - package net.finmath.montecarlo.cuda.alternative
Provides alternative Cuda implementations of RandomVariable and RandomVariableFactory.

O

of(double, RandomVariableCuda.DevicePointerReference, long, int) - Static method in class net.finmath.montecarlo.cuda.RandomVariableCuda
Create a RandomVariableCuda.
of(double, RandomVariableCuda.DevicePointerReference, long) - Static method in class net.finmath.montecarlo.cuda.RandomVariableCuda
Create a RandomVariableCuda.

P

pow(double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
pow(double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
pow(double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
preparePtxFile(URL) - Static method in class net.finmath.jcuda.JCudaUtils
The extension of the given file name is replaced with "ptx".

R

RandomVariableCuda - Class in net.finmath.montecarlo.cuda
The class RandomVariableCuda represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.
RandomVariableCuda(double) - Constructor for class net.finmath.montecarlo.cuda.RandomVariableCuda
Create a non stochastic random variable, i.e.
RandomVariableCuda(double, double, int) - Constructor for class net.finmath.montecarlo.cuda.RandomVariableCuda
Create a non stochastic random variable, i.e.
RandomVariableCuda(double, float[], int) - Constructor for class net.finmath.montecarlo.cuda.RandomVariableCuda
Create a stochastic random variable.
RandomVariableCuda(double, double) - Constructor for class net.finmath.montecarlo.cuda.RandomVariableCuda
Create a non stochastic random variable, i.e.
RandomVariableCuda(double, float[]) - Constructor for class net.finmath.montecarlo.cuda.RandomVariableCuda
Create a stochastic random variable.
RandomVariableCuda(double, double[]) - Constructor for class net.finmath.montecarlo.cuda.RandomVariableCuda
Create a stochastic random variable.
RandomVariableCuda(float[]) - Constructor for class net.finmath.montecarlo.cuda.RandomVariableCuda
Create a stochastic random variable.
RandomVariableCuda.DevicePointerReference - Class in net.finmath.montecarlo.cuda
An object referencing a cuda device pointer.
RandomVariableCudaFactory - Class in net.finmath.montecarlo.cuda
 
RandomVariableCudaFactory() - Constructor for class net.finmath.montecarlo.cuda.RandomVariableCudaFactory
 
RandomVariableCudaWithFinalizer - Class in net.finmath.montecarlo.cuda.alternative
The class RandomVariableFromDoubleArray represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.
RandomVariableCudaWithFinalizer(double, CUdeviceptr, long) - Constructor for class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
RandomVariableCudaWithFinalizer(double) - Constructor for class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
Create a non stochastic random variable, i.e.
RandomVariableCudaWithFinalizer(double, double) - Constructor for class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
Create a non stochastic random variable, i.e.
RandomVariableCudaWithFinalizer(double, float[]) - Constructor for class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
Create a stochastic random variable.
RandomVariableCudaWithFinalizer(double, double[]) - Constructor for class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
Create a stochastic random variable.
RandomVariableFloatFactory - Class in net.finmath.montecarlo
 
RandomVariableFloatFactory() - Constructor for class net.finmath.montecarlo.RandomVariableFloatFactory
 
RandomVariableFromFloatArray - Class in net.finmath.montecarlo
The class RandomVariableFromFloatArray represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.
RandomVariableFromFloatArray(RandomVariable) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Create a random variable from a given other implementation of RandomVariable.
RandomVariableFromFloatArray(double) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Create a non stochastic random variable, i.e.
RandomVariableFromFloatArray(RandomVariable, DoubleUnaryOperator) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Create a random variable by applying a function to a given other implementation of RandomVariable.
RandomVariableFromFloatArray(double, double, int) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Create a non stochastic random variable, i.e.
RandomVariableFromFloatArray(double, double) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Create a non stochastic random variable, i.e.
RandomVariableFromFloatArray(double, float[]) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Create a non stochastic random variable, i.e.
RandomVariableFromFloatArray(double, int, double) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Deprecated.
RandomVariableFromFloatArray(double, float[], int) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Create a stochastic random variable.
RandomVariableFromFloatArray(double, double[]) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Create a stochastic random variable.
RandomVariableFromFloatArray(double, IntToDoubleFunction, int, int) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Create a stochastic random variable.
RandomVariableFromFloatArray(double, IntToDoubleFunction, int) - Constructor for class net.finmath.montecarlo.RandomVariableFromFloatArray
Create a stochastic random variable.

S

sin() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
sin() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
sin() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
size() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
size() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
size() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
sqrt() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
sqrt() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
sqrt() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
squared() - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
squared() - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
squared() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
sub(double) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
sub(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
sub(double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
sub(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
sub(double) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
sub(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
subRatio(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
subRatio(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
subRatio(RandomVariable, RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 

T

toString() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithHostRandomVariable
 
toString() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionCudaWithRandomVariableCuda
 
toString() - Method in class net.finmath.montecarlo.cuda.alternative.BrownianMotionJavaRandom
 
toString() - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 

V

vid(RandomVariable) - Method in class net.finmath.montecarlo.cuda.alternative.RandomVariableCudaWithFinalizer
 
vid(double) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
vid(RandomVariable) - Method in class net.finmath.montecarlo.cuda.RandomVariableCuda
 
vid(RandomVariable) - Method in class net.finmath.montecarlo.RandomVariableFromFloatArray
 
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