B Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : Bridge

G05XAF   Initializes the Brownian bridge generator
G05XBF   Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm
G05XCF   Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm
G05XDF   Backs out the increments from sample paths generated by a Brownian bridge algorithm
G05XEF   Creates a Brownian bridge construction order out of a set of input times

B Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2013