finMath lib documentation

Deprecated API


Contents
Deprecated Classes
net.finmath.stochastic.RandomVariableMutableClone
            
 

Deprecated Methods
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface.getCloneWithModifiedSeed(int)
            
net.finmath.stochastic.RandomVariableInterface.getMutableCopy()
           
net.finmath.montecarlo.process.ProcessEulerScheme.setBrownianMotion(BrownianMotion)
          Do not use anymore. Processes should be immutable. 
net.finmath.marketdata.model.AnalyticModelInterface.setCurve(CurveInterface)
           
net.finmath.marketdata.model.AnalyticModel.setCurve(CurveInterface)
          This class will become immutable. Use addCurve instead. 
net.finmath.marketdata.model.AnalyticModel.setCurves(CurveInterface[])
          This class will become immutable. Use addCurve instead. 
net.finmath.marketdata.calibration.ParameterObjectInterface.setParameter(double[])
           
net.finmath.marketdata.model.curves.DiscountCurveNelsonSiegelSvensson.setParameter(double[])
           
net.finmath.montecarlo.process.ProcessEulerScheme.setScheme(ProcessEulerScheme.Scheme)
          Do not use anymore. Processes should be immutable. 
net.finmath.montecarlo.process.ProcessEulerScheme.setSeed(int)
          The class will soon be changed to be immutable 
net.finmath.marketdata.model.AnalyticModelInterface.setVolatilitySurface(VolatilitySurfaceInterface)
           
net.finmath.marketdata.model.AnalyticModel.setVolatilitySurface(VolatilitySurfaceInterface)
          This class will become immutable. Use addVolatilitySurface instead. 
 


Copyright © 2014 Christian P. Fries.

Copyright © 2014. All rights reserved.