Uses of Interface
net.finmath.montecarlo.model.AbstractModelInterface

Packages that use AbstractModelInterface

Package	Description
net.finmath.montecarlo.assetderivativevaluation	Monte-Carlo models for asset value processes, like the Black Scholes model.
net.finmath.montecarlo.interestrate	Provides classes needed to generate a LIBOR market model (using numerical algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.model
net.finmath.montecarlo.process	Numerical schemes for stochastic processes (SDE), like the Euler scheme.

Uses of AbstractModelInterface in net.finmath.montecarlo.assetderivativevaluation

Classes in net.finmath.montecarlo.assetderivativevaluation that implement AbstractModelInterface

Modifier and Type	Class and Description
class	MonteCarloBlackScholesModel This class glues together a BlackScholeModel and a Monte-Carlo implementation of a AbstractProcess and forms a Monte-Carlo implementation of the Black-Scholes Model by implementing AssetModelMonteCarloSimulationInterface.

Uses of AbstractModelInterface in net.finmath.montecarlo.interestrate

Subinterfaces of AbstractModelInterface in net.finmath.montecarlo.interestrate

Modifier and Type	Interface and Description
interface	LIBORMarketModelInterface

Classes in net.finmath.montecarlo.interestrate that implement AbstractModelInterface

Modifier and Type	Class and Description
class	LIBORMarketModel Implements a (generalized) LIBOR market model with some drift approximation methods.
class	LIBORMarketModelStandard Implements a basic LIBOR market model with some drift approximation methods.

Uses of AbstractModelInterface in net.finmath.montecarlo.model

Classes in net.finmath.montecarlo.model that implement AbstractModelInterface

Modifier and Type	Class and Description
class	AbstractModel This class is an abstract base class to implement a model provided to an AbstractProcess.

Uses of AbstractModelInterface in net.finmath.montecarlo.process

Methods in net.finmath.montecarlo.process with parameters of type AbstractModelInterface

Modifier and Type	Method and Description
void	AbstractProcess.setModel(AbstractModelInterface model)