A B C D E F G H I J 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.cpu.montecarlo.RandomVariableFromFloatArray
- abs() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- abs() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- accrue(RandomVariable, double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- accrue(RandomVariable, double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- accrue(RandomVariable, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- add(double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- add(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- add(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- add(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- add(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- add(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- addProduct(RandomVariable, double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- 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, RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- addProduct(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- addProduct(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- addRatio(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- addRatio(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- addRatio(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- addSumProduct(List<RandomVariable>, List<RandomVariable>) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- apply(DoubleBinaryOperator, RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- apply(DoubleBinaryOperator, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- apply(DoubleBinaryOperator, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- apply(DoubleUnaryOperator) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- apply(DoubleUnaryOperator) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- apply(DoubleUnaryOperator) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- apply(DoubleTernaryOperator, RandomVariable, RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- 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
- average() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- average() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- average() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
B
- 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(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- bus(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- bus(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
C
- cache() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- cache() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- cache() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- cap(double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- cap(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- cap(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- cap(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- cap(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- cap(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- choose(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- choose(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- choose(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- clean() - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- context - Static variable in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- cos() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- cos() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- cos() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- createRandomVariable(double, double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFloatFactory
- createRandomVariable(double, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCudaFactory
- createRandomVariable(double, double[]) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFloatFactory
- createRandomVariable(double, double[]) - Method in class net.finmath.cuda.montecarlo.RandomVariableCudaFactory
D
- device - Static variable in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- DevicePointerReference(CUdeviceptr) - Constructor for class net.finmath.cuda.montecarlo.RandomVariableCuda.DevicePointerReference
- discount(RandomVariable, double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- discount(RandomVariable, double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- discount(RandomVariable, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- div(double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- div(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- div(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- div(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- div(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- div(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- doubleValue() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- doubleValue() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- doubleValue() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
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.cpu.montecarlo.RandomVariableFromFloatArray
- equals(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- equals(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- exp() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- exp() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- exp() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- 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.cpu.montecarlo.RandomVariableFromFloatArray
- floor(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- floor(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- floor(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- floor(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- floor(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
G
- get() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda.DevicePointerReference
- get(int) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- get(int) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- get(int) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getAverage() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getAverage() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getAverage() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getAverage(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getAverage(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getAverage(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- 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
- getConditionalExpectation(ConditionalExpectationEstimator) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getCUdeviceptr(long) - Static method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getDevicePointer(long) - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getFiltrationTime() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getFiltrationTime() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getFiltrationTime() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getHistogram(double[]) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getHistogram(double[]) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getHistogram(double[]) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getHistogram(int, double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getHistogram(int, double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getHistogram(int, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- 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.cpu.montecarlo.RandomVariableFromFloatArray
- getMax() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getMax() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getMin() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getMin() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getMin() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- 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.cpu.montecarlo.RandomVariableFromFloatArray
- getOperator() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getOperator() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getQuantile(double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getQuantile(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getQuantile(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getQuantile(double, RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getQuantile(double, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getQuantile(double, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getQuantileExpectation(double, double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getQuantileExpectation(double, double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getQuantileExpectation(double, double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- 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.cpu.montecarlo.RandomVariableFromFloatArray
- getRealizations() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getRealizations() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getRealizationsStream() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getRealizationsStream() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getRealizationsStream() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getSampleVariance() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getSampleVariance() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getSampleVariance() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- 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.cpu.montecarlo.RandomVariableFromFloatArray
- getStandardDeviation() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getStandardDeviation() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getStandardDeviation(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getStandardDeviation(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getStandardDeviation(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getStandardError() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getStandardError() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getStandardError() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getStandardError(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getStandardError(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getStandardError(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- 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.cpu.montecarlo.RandomVariableFromFloatArray
- getTypePriority() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getTypePriority() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getVariance() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getVariance() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getVariance() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- getVariance(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- getVariance(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- getVariance(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
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.cpu.montecarlo.RandomVariableFromFloatArray
- invert() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- invert() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- isDeterministic() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- isDeterministic() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- isDeterministic() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- isNaN() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- isNaN() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- isNaN() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
J
- JCudaUtils - Class in net.finmath.jcuda
-
Adapted from JCuda examples: Reads a CUDA file, compiles it to a PTX file using NVCC, loads the PTX file as a module and executes the kernel function.
- JCudaUtils() - Constructor for class net.finmath.jcuda.JCudaUtils
L
- log() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- log() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- log() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
M
- mult(double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- mult(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- mult(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- mult(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- mult(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- mult(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
N
- net.finmath.cuda - module net.finmath.cuda
- net.finmath.cuda.cpu.montecarlo - package net.finmath.cuda.cpu.montecarlo
-
Provides implementation of RandomVariable and RandomVariableFactory.
- net.finmath.cuda.montecarlo - package net.finmath.cuda.montecarlo
-
Provides Cuda implementations of RandomVariable and RandomVariableFactory.
- net.finmath.cuda.montecarlo.alternative - package net.finmath.cuda.montecarlo.alternative
-
Provides alternative Cuda implementations of RandomVariable and RandomVariableFactory.
- net.finmath.jcuda - package net.finmath.jcuda
-
Provides utility classes for JCuda, e.g. platform dependent runtime compilation for the cu files.
O
- of(double, double) - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
-
Create a non stochastic random variable, i.e. a constant.
- of(double, RandomVariableCuda.DevicePointerReference, long) - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
-
Create a
RandomVariableCuda
. - of(double, RandomVariableCuda.DevicePointerReference, long, int) - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
-
Create a
RandomVariableCuda
.
P
- pow(double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- pow(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- pow(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- preparePtxFile(InputStream, String) - Static method in class net.finmath.jcuda.JCudaUtils
-
The extension of the given file name is replaced with "ptx".
- purge() - Static method in class net.finmath.cuda.montecarlo.RandomVariableCuda
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
- RandomVariableFloatFactory - Class in net.finmath.cuda.cpu.montecarlo
- RandomVariableFloatFactory() - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFloatFactory
- RandomVariableFromFloatArray - Class in net.finmath.cuda.cpu.montecarlo
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The class RandomVariableFromFloatArray represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.
- RandomVariableFromFloatArray(double) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableFromFloatArray(double, double) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableFromFloatArray(double, double[]) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Create a stochastic random variable.
- RandomVariableFromFloatArray(double, double, int) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableFromFloatArray(double, float[]) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Create a non stochastic random variable, i.e. a constant.
- RandomVariableFromFloatArray(double, float[], int) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Create a stochastic random variable.
- RandomVariableFromFloatArray(double, int, double) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Deprecated.
- RandomVariableFromFloatArray(double, IntToDoubleFunction, int) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Create a stochastic random variable.
- RandomVariableFromFloatArray(double, IntToDoubleFunction, int, int) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Create a stochastic random variable.
- RandomVariableFromFloatArray(RandomVariable) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Create a random variable from a given other implementation of
RandomVariable
. - RandomVariableFromFloatArray(RandomVariable, DoubleUnaryOperator) - Constructor for class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
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Create a random variable by applying a function to a given other implementation of
RandomVariable
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- sin() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- sin() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- sin() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- size() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- size() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- size() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- sqrt() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- sqrt() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- sqrt() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- squared() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- squared() - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- squared() - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- sub(double) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- sub(double) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- sub(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- sub(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- sub(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- sub(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- subRatio(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- subRatio(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- subRatio(RandomVariable, RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
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- toString() - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- 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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- vid(double) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
- vid(RandomVariable) - Method in class net.finmath.cuda.cpu.montecarlo.RandomVariableFromFloatArray
- vid(RandomVariable) - Method in class net.finmath.cuda.montecarlo.alternative.RandomVariableCudaWithFinalizer
- vid(RandomVariable) - Method in class net.finmath.cuda.montecarlo.RandomVariableCuda
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