stochastic_research::GeometricBrownianMotion Struct Reference

Public Member Functions
void	operator() (double t, const std::vector< double > &state, std::vector< double > &derivative)
void	diffusion (double t, const std::vector< double > &state, std::vector< double > &noise_coeff)

Public Attributes
double	mu = 0.05
double	sigma = 0.2

Detailed Description

Definition at line 171 of file parallelism_usage_demo.cpp.

Member Function Documentation

diffusion()

void stochastic_research::GeometricBrownianMotion::diffusion ( double  t, const std::vector< double > &  state, std::vector< double > &  noise_coeff  )

inline

Definition at line 179 of file parallelism_usage_demo.cpp.

operator()()

void stochastic_research::GeometricBrownianMotion::operator() ( double  t, const std::vector< double > &  state, std::vector< double > &  derivative  )

inline

Definition at line 175 of file parallelism_usage_demo.cpp.

Member Data Documentation

mu

double stochastic_research::GeometricBrownianMotion::mu = 0.05

Definition at line 172 of file parallelism_usage_demo.cpp.

sigma

double stochastic_research::GeometricBrownianMotion::sigma = 0.2

Definition at line 173 of file parallelism_usage_demo.cpp.

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The documentation for this struct was generated from the following file:

• examples/parallelism_usage_demo.cpp