Uses of Enum
net.finmath.montecarlo.process.EulerSchemeFromProcessModel.Scheme
Package
Description
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
Modifier and TypeMethodDescriptionEulerSchemeFromProcessModel.getScheme()
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.ModifierConstructorDescriptionEulerSchemeFromProcessModel
(ProcessModel model, IndependentIncrements stochasticDriver, EulerSchemeFromProcessModel.Scheme scheme) Create an Euler discretization scheme.