Uses of Class
net.finmath.montecarlo.process.EulerSchemeFromProcessModel.Scheme
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Packages that use EulerSchemeFromProcessModel.Scheme Package Description net.finmath.montecarlo.process Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme. -
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Uses of EulerSchemeFromProcessModel.Scheme in net.finmath.montecarlo.process
Methods in net.finmath.montecarlo.process that return EulerSchemeFromProcessModel.Scheme Modifier and Type Method Description EulerSchemeFromProcessModel.Scheme
EulerSchemeFromProcessModel. getScheme()
static EulerSchemeFromProcessModel.Scheme
EulerSchemeFromProcessModel.Scheme. valueOf(String name)
Returns the enum constant of this type with the specified name.static EulerSchemeFromProcessModel.Scheme[]
EulerSchemeFromProcessModel.Scheme. values()
Returns an array containing the constants of this enum type, in the order they are declared.Constructors in net.finmath.montecarlo.process with parameters of type EulerSchemeFromProcessModel.Scheme Constructor Description EulerSchemeFromProcessModel(ProcessModel model, IndependentIncrements stochasticDriver, EulerSchemeFromProcessModel.Scheme scheme)
Create an Euler discretization scheme.
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