Package org.jquantlib.model.shortrate

Examples of org.jquantlib.model.shortrate.StochasticProcessArray


            correlation.set(0, 1, correlation_);
            correlation.set(1, 0, correlation_);
            final ArrayList<StochasticProcess1D> processes = new ArrayList<StochasticProcess1D>();
            processes.add(0, xProcess_);
            processes.add(1, xProcess_);
            return (new StochasticProcessArray(processes, correlation));
        }
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Related Classes of org.jquantlib.model.shortrate.StochasticProcessArray

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