A B C D E F G H I L M N O P R S T V
All Classes All Packages
All Classes All Packages
All Classes All Packages
A
- abs() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- abs() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- abs() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- accrue(RandomVariable, double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- accrue(RandomVariable, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- accrue(RandomVariable, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- add(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- add(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- add(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- add(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- add(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- add(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- addProduct(RandomVariable, double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- addProduct(RandomVariable, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- addProduct(RandomVariable, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- addProduct(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- addProduct(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- addProduct(RandomVariable, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- addRatio(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- addRatio(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- addRatio(RandomVariable, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- apply(DoubleBinaryOperator, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- apply(DoubleBinaryOperator, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- apply(DoubleBinaryOperator, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- apply(DoubleUnaryOperator) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- apply(DoubleUnaryOperator) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- apply(DoubleUnaryOperator) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- apply(DoubleTernaryOperator, RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- apply(DoubleTernaryOperator, RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- apply(DoubleTernaryOperator, RandomVariable, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- average() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- average() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- average() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
B
- blockSizeX - Static variable in class net.finmath.cuda.montecarlo.RandomVariableCuda
- BrownianMotionCudaWithHostRandomVariable - Class in net.finmath.cuda.montecarlo.alternative
-
Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...
- BrownianMotionCudaWithHostRandomVariable(TimeDiscretization, int, int, int) - Constructor for class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
-
Construct a Brownian motion.
- BrownianMotionCudaWithHostRandomVariable(TimeDiscretization, int, int, int, RandomVariableFactory) - Constructor for class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
-
Construct a Brownian motion.
- BrownianMotionCudaWithRandomVariableCuda - Class in net.finmath.cuda.montecarlo.alternative
-
Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...
- BrownianMotionCudaWithRandomVariableCuda(TimeDiscretization, int, int, int) - Constructor for class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
-
Construct a Brownian motion.
- BrownianMotionCudaWithRandomVariableCuda(TimeDiscretization, int, int, int, RandomVariableFactory) - Constructor for class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
-
Construct a Brownian motion.
- BrownianMotionJavaRandom - Class in net.finmath.cuda.montecarlo.alternative
-
Implementation of a time-discrete n-dimensional Brownian motion W = (W1,...
- BrownianMotionJavaRandom(TimeDiscretization, int, int, int) - Constructor for class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
-
Construct a Brownian motion.
- BrownianMotionJavaRandom(TimeDiscretization, int, int, int, RandomVariableFactory) - Constructor for class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
-
Construct a Brownian motion.
- bus(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- bus(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- bus(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- bus(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- bus(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
C
- cache() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- cache() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- cache() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- callFunction(cl_kernel, long, Pointer[], int[]) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
- callFunction(cl_kernel, Pointer[], int[], int, int, int) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
- callFunctionv1s0(cl_kernel, long, RandomVariableOpenCL.DevicePointerReference) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
- callFunctionv1s1(cl_kernel, long, RandomVariableOpenCL.DevicePointerReference, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
- callFunctionv2s0(cl_kernel, long, RandomVariableOpenCL.DevicePointerReference, RandomVariableOpenCL.DevicePointerReference) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
- callFunctionv2s1(cl_kernel, long, RandomVariableOpenCL.DevicePointerReference, RandomVariableOpenCL.DevicePointerReference, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
- callFunctionv3s0(cl_kernel, long, RandomVariableOpenCL.DevicePointerReference, RandomVariableOpenCL.DevicePointerReference, RandomVariableOpenCL.DevicePointerReference) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
- cap(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- cap(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- cap(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- cap(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- cap(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- cap(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- choose(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- choose(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- choose(RandomVariable, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- clean() - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- clean() - Static method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- clean() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
-
Free all unused device memory.
- context - Static variable in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- context - Static variable in class net.finmath.cuda.montecarlo.RandomVariableCuda
- cos() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- cos() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- cos() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- createRandomVariable(double, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCudaFactory
- createRandomVariable(double, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCLFactory
- createRandomVariable(double, double[]) - Method in class net.finmath.cuda.montecarlo.RandomVariableCudaFactory
- createRandomVariable(double, double[]) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCLFactory
D
- device - Static variable in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- device - Static variable in class net.finmath.cuda.montecarlo.RandomVariableCuda
- DeviceMemoryPool() - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
- DevicePointerReference(CUdeviceptr) - Constructor for class net.finmath.cuda.montecarlo.RandomVariableCuda.DevicePointerReference
- DevicePointerReference(cl_mem) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DevicePointerReference
- discount(RandomVariable, double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- discount(RandomVariable, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- discount(RandomVariable, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- div(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- div(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- div(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- div(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- div(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- div(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- doubleValue() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- doubleValue() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- doubleValue() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
E
- equals(Object) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- equals(Object) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- equals(Object) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
- equals(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- equals(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- equals(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- exp() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- exp() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- exp() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- expand(int) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
F
- finalize() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- floor(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- floor(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- floor(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- floor(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- floor(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- floor(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
G
- get() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda.DevicePointerReference
- get() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DevicePointerReference
- get(int) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- get(int) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- get(int) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getAverage() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getAverage() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getAverage() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getAverage(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getAverage(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getAverage(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getBrownianIncrement(int, int) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- getBrownianIncrement(int, int) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- getBrownianIncrement(int, int) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
- getCloneWithModifiedSeed(int) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- getCloneWithModifiedSeed(int) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- getCloneWithModifiedSeed(int) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
- getCloneWithModifiedTimeDiscretization(TimeDiscretization) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- getCloneWithModifiedTimeDiscretization(TimeDiscretization) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- getCloneWithModifiedTimeDiscretization(TimeDiscretization) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
- getCUdeviceptr(long) - Static method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getDevicePointer(float[]) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
-
Create a vector on device and copy host vector to it.
- getDevicePointer(long) - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getDevicePointer(long) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
-
Get a Java object (
RandomVariableOpenCL.DevicePointerReference
) representing a vector allocated on the GPU memory (device memory). - getDevicePointer(long) - Static method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getFiltrationTime() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getFiltrationTime() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getFiltrationTime() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getHistogram(double[]) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getHistogram(double[]) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getHistogram(double[]) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getHistogram(int, double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getHistogram(int, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getHistogram(int, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getIncrement(int, int) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- getIncrement(int, int) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- getIncrement(int, int) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
- getMax() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getMax() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getMax() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getMin() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getMin() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getMin() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getNumberOfFactors() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- getNumberOfFactors() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- getNumberOfFactors() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
- getNumberOfPaths() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- getNumberOfPaths() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- getNumberOfPaths() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
- getOperator() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getOperator() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getOperator() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getQuantile(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getQuantile(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getQuantile(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getQuantile(double, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getQuantile(double, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getQuantile(double, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getQuantileExpectation(double, double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getQuantileExpectation(double, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getQuantileExpectation(double, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getRandomVariableForConstant(double) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- getRandomVariableForConstant(double) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- getRandomVariableForConstant(double) - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
- getRealizations() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getRealizations() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getRealizations() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getRealizationsStream() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getRealizationsStream() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getRealizationsStream() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getSampleVariance() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getSampleVariance() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getSampleVariance() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getSeed() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- getSeed() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- getSeed() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
- getStandardDeviation() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getStandardDeviation() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getStandardDeviation() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getStandardDeviation(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getStandardDeviation(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getStandardDeviation(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getStandardError() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getStandardError() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getStandardError() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getStandardError(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getStandardError(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getStandardError(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getTimeDiscretization() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- getTimeDiscretization() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- getTimeDiscretization() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
- getTypePriority() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getTypePriority() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getTypePriority() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getValuesAsFloat(RandomVariableOpenCL.DevicePointerReference, int) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
- getVariance() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getVariance() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getVariance() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- getVariance(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getVariance(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getVariance(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
H
- hashCode() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- hashCode() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- hashCode() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
I
- invert() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- invert() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- invert() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- isDeterministic() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- isDeterministic() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- isDeterministic() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- isNaN() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- isNaN() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- isNaN() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
L
- log() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- log() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- log() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
M
- module - Static variable in class net.finmath.cuda.montecarlo.RandomVariableCuda
- mult(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- mult(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- mult(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- mult(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- mult(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- mult(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
N
- net.finmath.cuda.montecarlo - package net.finmath.cuda.montecarlo
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Provides Cuda implementations of RandomVariable and RandomVariableFactory.
- net.finmath.cuda.montecarlo.alternative - package net.finmath.cuda.montecarlo.alternative
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Provides alternative Cuda implementations of RandomVariable and RandomVariableFactory.
- net.finmath.gpu - module net.finmath.gpu
- net.finmath.opencl.montecarlo - package net.finmath.opencl.montecarlo
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Provides OpenCL implementations of RandomVariable and RandomVariableFactory.
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- of(double, double) - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
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Create a non stochastic random variable, i.e. a constant.
- of(double, double) - Static method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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Create a non stochastic random variable, i.e. a constant.
- of(double, RandomVariableCuda.DevicePointerReference, long) - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
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Create a
RandomVariableCuda
. - of(double, RandomVariableCuda.DevicePointerReference, long, int) - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
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Create a
RandomVariableCuda
. - of(double, RandomVariableOpenCL.DevicePointerReference, long) - Static method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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Create a
RandomVariableCuda
. - of(double, RandomVariableOpenCL.DevicePointerReference, long, int) - Static method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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Create a
RandomVariableCuda
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- pow(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- pow(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- pow(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- purge() - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- purge() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
- purge() - Static method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
R
- RandomVariableCuda - Class in net.finmath.cuda.montecarlo
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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.cuda.montecarlo.RandomVariableCuda
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableCuda(double, double) - Constructor for class net.finmath.cuda.montecarlo.RandomVariableCuda
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableCuda(double, double[]) - Constructor for class net.finmath.cuda.montecarlo.RandomVariableCuda
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Create a stochastic random variable.
- RandomVariableCuda(double, double, int) - Constructor for class net.finmath.cuda.montecarlo.RandomVariableCuda
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableCuda(double, float[]) - Constructor for class net.finmath.cuda.montecarlo.RandomVariableCuda
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Create a stochastic random variable.
- RandomVariableCuda(double, float[], int) - Constructor for class net.finmath.cuda.montecarlo.RandomVariableCuda
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Create a stochastic random variable.
- RandomVariableCuda(float[]) - Constructor for class net.finmath.cuda.montecarlo.RandomVariableCuda
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Create a stochastic random variable.
- RandomVariableCuda.DevicePointerReference - Class in net.finmath.cuda.montecarlo
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An object referencing a cuda device pointer.
- RandomVariableCudaFactory - Class in net.finmath.cuda.montecarlo
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RandomVariableFactory creating CUDA random variables (object implementing RandomVariable running on Cuda).
- RandomVariableCudaFactory() - Constructor for class net.finmath.cuda.montecarlo.RandomVariableCudaFactory
- RandomVariableCudaWithFinalizer - Class in net.finmath.cuda.montecarlo.alternative
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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) - Constructor for class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableCudaWithFinalizer(double, double) - Constructor for class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableCudaWithFinalizer(double, double[]) - Constructor for class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
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Create a stochastic random variable.
- RandomVariableCudaWithFinalizer(double, float[]) - Constructor for class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
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Create a stochastic random variable.
- RandomVariableCudaWithFinalizer(double, CUdeviceptr, long) - Constructor for class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- RandomVariableOpenCL - Class in net.finmath.opencl.montecarlo
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This class represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.
- RandomVariableOpenCL(double) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableOpenCL(double, double) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableOpenCL(double, double[]) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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Create a stochastic random variable.
- RandomVariableOpenCL(double, double, int) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableOpenCL(double, float[]) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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Create a stochastic random variable.
- RandomVariableOpenCL(double, float[], int) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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Create a stochastic random variable.
- RandomVariableOpenCL(float[]) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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Create a stochastic random variable.
- RandomVariableOpenCL.DeviceMemoryPool - Class in net.finmath.opencl.montecarlo
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A memory pool for the GPU vectors.
- RandomVariableOpenCL.DevicePointerReference - Class in net.finmath.opencl.montecarlo
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An object referencing a cuda device pointer.
- RandomVariableOpenCLFactory - Class in net.finmath.opencl.montecarlo
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RandomVariableFactory creating CUDA random variables (object implementing RandomVariable running on Cuda).
- RandomVariableOpenCLFactory() - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCLFactory
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- sin() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- sin() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- sin() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- size() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- size() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- size() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- sqrt() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- sqrt() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- sqrt() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- squared() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- squared() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- squared() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- sub(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- sub(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- sub(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- sub(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- sub(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- sub(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- subRatio(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- subRatio(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- subRatio(RandomVariable, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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- toString() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithHostRandomVariable
- toString() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionCudaWithRandomVariableCuda
- toString() - Method in class net.finmath.cuda.montecarlo.alternative.BrownianMotionJavaRandom
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- vectorsInUseReferenceMap - Static variable in class net.finmath.opencl.montecarlo.RandomVariableOpenCL.DeviceMemoryPool
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This map allow to recover the device pointer for a given
WeakReference<DevicePointerReference>
. - vid(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- vid(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
- vid(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- vid(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- vid(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL
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