Uses of Class
org.ojalgo.random.process.GeometricBrownianMotion

Packages that use GeometricBrownianMotion

Package	Description
org.ojalgo.data.domain.finance
org.ojalgo.data.domain.finance.portfolio	Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio Theory.
org.ojalgo.data.domain.finance.portfolio.simulator
org.ojalgo.random.process

Uses of GeometricBrownianMotion in org.ojalgo.data.domain.finance

Methods in org.ojalgo.data.domain.finance that return GeometricBrownianMotion

Modifier and Type	Method	Description
static GeometricBrownianMotion	FinanceUtils.estimateExcessDiffusionProcess(CalendarDateSeries<?> priceSeries, CalendarDateSeries<?> riskFreeInterestRateSeries, CalendarDateUnit timeUnit)

Uses of GeometricBrownianMotion in org.ojalgo.data.domain.finance.portfolio

Methods in org.ojalgo.data.domain.finance.portfolio that return GeometricBrownianMotion

Modifier and Type	Method	Description
final GeometricBrownianMotion	FinancePortfolio.forecast()

Uses of GeometricBrownianMotion in org.ojalgo.data.domain.finance.portfolio.simulator

Fields in org.ojalgo.data.domain.finance.portfolio.simulator with type parameters of type GeometricBrownianMotion

Modifier and Type	Field	Description
private Process1D<GeometricBrownianMotion>	PortfolioSimulator.myProcess

Constructor parameters in org.ojalgo.data.domain.finance.portfolio.simulator with type arguments of type GeometricBrownianMotion

Modifier	Constructor	Description
	PortfolioSimulator(Access2D<?> correlations, List<GeometricBrownianMotion> assetProcesses)

Uses of GeometricBrownianMotion in org.ojalgo.random.process

Methods in org.ojalgo.random.process that return GeometricBrownianMotion

Modifier and Type	Method	Description
GeometricBrownianMotion	GeometricBrownianMotion.convert(double convertionFactor)
static GeometricBrownianMotion	GeometricBrownianMotion.estimate(Access1D<?> seriesOfSamples, double samplePeriod)
static GeometricBrownianMotion	GeometricBrownianMotion.make(double expected, double variance)	Assuming initial value = 1.0 and horizon = 1.0.
static GeometricBrownianMotion	GeometricBrownianMotion.make(double expected, double variance, double horizon)	Assuming initial value = 1.0.
static GeometricBrownianMotion	GeometricBrownianMotion.make(double initialValue, double expectedFutureValue, double aVariance, double aHorizon)