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QLNet
StochasticProcessArray
correlation
QLNet.StochasticProcessArray.correlation C# (CSharp) Method
StochasticProcessArray Class Documentation
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Open project: ammachado/QLNet
correlation()
public
method
public
correlation
( ) :
Matrix
return
Matrix
public Matrix correlation() { return sqrtCorrelation_ * Matrix.transpose(sqrtCorrelation_); }
StochasticProcessArray
StochasticProcessArray
apply
correlation
covariance
diffusion
drift
evolve
expectation
initialValues
process
size
stdDeviation
time