patchGNU Octave - Patches: patch #8748, financial package: stochastic...

 
 

patch #8748: financial package: stochastic differential equation (SDE) model and simulation

Submitter:  Parsiad Azimzadeh <parsiad>
Submitted:  Sun 20 Sep 2015 09:49:47 PM UTC
   
 
Category:  None Priority:  5 - Normal
Status:  Done Privacy:  Public
Assigned to:  None Open/Closed:  Closed
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Sun 11 Oct 2015 03:42:57 PM UTC, comment #1: 

I have pushed your changeset. I have also given you push access to the financial package so you can now push your changes directly.

I have added the subsref method which will be used to access the properties of the sde class, the display method, and a simple test for the constructor default.

I also made note of the new class in the NEWS and INDEX files.

Carnë Draug <carandraug>
Group Member
Sun 20 Sep 2015 09:49:47 PM UTC, original submission:  

I created @sde/sde, @sde/simulation, and @sde/simByEuler clones of MATLAB functions from the financial toolbox.

The commit at my fork of octave-financial can be seen at:
https://bitbucket.org/parsiad/octave-financial/commits/b0c60c834ed63824f58517e61f0b447ec4671717?at=default

A link to the raw commit:
https://bitbucket.org/parsiad/octave-financial/commits/b0c60c834ed63824f58517e61f0b447ec4671717/raw/

Please merge to octave-financial.

Parsiad Azimzadeh <parsiad>

 

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  • -email is unavailable- added by parsiad (SDE functionality for financial package)
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    Follow 4 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2015-10-11 carandraug StatusNone Done
        Open/ClosedOpen Closed
        SummaryStochastic differential equation (SDE) model and simulation financial package: stochastic differential equation (SDE) model and simulation
    2015-09-20 parsiad Carbon-Copy- Added -email is unavailable-

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