randomnumbertiming.java

来自「金融资产定价,随机过程,MONTE CARLO 模拟 JAVA 程序和文档资料」· Java 代码 · 共 47 行

/*
 * RandomNumberTiming.java
 *
 * Created on November 17, 2002, 2:43 PM
 */

package Examples.Miscellaneous;

import Statistics.*;

/**
 *
 * @author  java
 */
public class RandomNumberTiming {
    
   public static void main(String[] args)
   {
       int j, N=10000000; double x=0;
       double[] z={3.14,2.13};
       
       
       // volatility term
       long before, after, time;
       before=System.currentTimeMillis();
       
       for(int i=0;i<N;i++){ j=i%2; x+=z[j]*Random.STN(); }
       
       after=System.currentTimeMillis();
       time=after-before;
       
       System.out.println
       ("Time for "+N+" standard normal deviates = "+time);
       
       // drift term
       x=0;
       before=System.currentTimeMillis();
       for(int i=0;i<N;i++){ j=i%2; x+=(1-1/(1+z[j])); }
       after=System.currentTimeMillis();
       time=after-before;
       
       System.out.println
       ("Time for "+N+" 1-1/(1+x) = "+time);
   } // end main
    
} // end RandomNumberTiming