%% Create a sdeld Object
% The sdeld class derives from the sdeddo class. These objects allow you to simulate correlated paths of NVARS state variables expressed in linear drift-rate form: $d{X_t} = (A(t) + B(t){X_t})dt + D(t,X_t^{\alpha (t)})V(t)d{W_t}.

obj = sdeld(0, 0.1, 1, 0.3) % (A, B, Alpha, Sigma)

% sdeld objects provide a parametric alternative to the mean-reverting drift form and also provide an alternative interface to the sdeddo parent class, because you can create an object without first having to create its drift and diffusion-rate components.
% Copyright 2012 The MathWorks, Inc.