quantlib.stochastic_process.StochasticProcess1D

class StochasticProcess1D

Bases: StochasticProcess

__init__()

Methods

__init__()
diffusion(self, Time t, Real x)
drift(self, Time t, Real x)
expectation(self, Time t0, Real x0, Time dt)
factors(self)
size(self)
std_deviation(self, Time t0, Real x0, Time dt)
variance(self, Time t0, Real x0, Time dt)

Attributes

x0

diffusion(self, Time t, Real x)

drift(self, Time t, Real x)

expectation(self, Time t0, Real x0, Time dt)

std_deviation(self, Time t0, Real x0, Time dt)

variance(self, Time t0, Real x0, Time dt)