A B C D E F G I L M N O P R S V
All Classes All Packages

A

abs() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

accrue(RandomVariable, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

add(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

add(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

addProduct(RandomVariable, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

addProduct(RandomVariable, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

addRatio(RandomVariable, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

apply(DoubleBinaryOperator, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

apply(DoubleUnaryOperator) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

apply(DoubleTernaryOperator, RandomVariable, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

average() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

B

bus(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

bus(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

C

cache() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

cap(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

cap(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

choose(RandomVariable, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

clean() - Static method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

cos() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

createRandomVariable(double, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCLFactory

createRandomVariable(double, double[]) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCLFactory

D

discount(RandomVariable, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

div(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

div(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

doubleValue() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

E

equals(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

exp() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

F

floor(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

floor(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

G

get(int) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getAverage() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getAverage(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getDevicePointer(long) - Static method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getFiltrationTime() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getHistogram(double[]) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getHistogram(int, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getMax() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getMin() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getOperator() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getQuantile(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getQuantile(double, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getQuantileExpectation(double, double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getRealizations() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getRealizationsStream() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getSampleVariance() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getStandardDeviation() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getStandardDeviation(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getStandardError() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getStandardError(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getTypePriority() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getVariance() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

getVariance(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

I

invert() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

isDeterministic() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

isNaN() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

L

log() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

M

mult(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

mult(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

N

net.finmath.opencl - module net.finmath.opencl

net.finmath.opencl.montecarlo - package net.finmath.opencl.montecarlo

Provides OpenCL implementations of RandomVariable and RandomVariableFactory.

O

of(double, double) - Static method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

Create a non stochastic random variable, i.e. a constant.

P

pow(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

purge() - Static method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

R

RandomVariableOpenCL - Class in net.finmath.opencl.montecarlo

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

Create a non stochastic random variable, i.e. a constant.

RandomVariableOpenCL(double, double) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL

Create a non stochastic random variable, i.e. a constant.

RandomVariableOpenCL(double, double[]) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL

Create a stochastic random variable.

RandomVariableOpenCL(double, double, int) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL

Create a non stochastic random variable, i.e. a constant.

RandomVariableOpenCL(double, float[]) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL

Create a stochastic random variable.

RandomVariableOpenCL(double, float[], int) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL

Create a stochastic random variable.

RandomVariableOpenCL(float[]) - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCL

Create a stochastic random variable.

RandomVariableOpenCLFactory - Class in net.finmath.opencl.montecarlo

RandomVariableFactory creating CUDA random variables (object implementing RandomVariable running on Cuda).

RandomVariableOpenCLFactory() - Constructor for class net.finmath.opencl.montecarlo.RandomVariableOpenCLFactory

S

sin() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

size() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

sqrt() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

squared() - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

sub(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

sub(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

subRatio(RandomVariable, RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

V

vid(double) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

vid(RandomVariable) - Method in class net.finmath.opencl.montecarlo.RandomVariableOpenCL

A B C D E F G I L M N O P R S V
All Classes All Packages