finMath lib documentation

Uses of Interface
net.finmath.montecarlo.process.AbstractProcessInterface

Packages that use AbstractProcessInterface
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 AbstractProcessInterface in net.finmath.montecarlo.interestrate
 

Methods in net.finmath.montecarlo.interestrate that return AbstractProcessInterface
 AbstractProcessInterface LIBORModelMonteCarloSimulationInterface.getProcess()
           
 AbstractProcessInterface LIBORModelMonteCarloSimulation.getProcess()
           
 

Uses of AbstractProcessInterface in net.finmath.montecarlo.model
 

Methods in net.finmath.montecarlo.model that return AbstractProcessInterface
 AbstractProcessInterface AbstractModelInterface.getProcess()
          Get the numerical scheme used to generate the stochastic process.
 AbstractProcessInterface AbstractModel.getProcess()
           
 

Methods in net.finmath.montecarlo.model with parameters of type AbstractProcessInterface
 void AbstractModelInterface.setProcess(AbstractProcessInterface process)
          Set the numerical scheme used to generate the stochastic process.
 void AbstractModel.setProcess(AbstractProcessInterface process)
           
 

Uses of AbstractProcessInterface in net.finmath.montecarlo.process
 

Classes in net.finmath.montecarlo.process that implement AbstractProcessInterface
 class AbstractProcess
          This class is an abstract base class to implement a multi-dimensional multi-factor Ito process.
 class ProcessEulerScheme
          This class implements some numerical schemes for multi-dimensional multi-factor Ito process.
 

Methods in net.finmath.montecarlo.process that return AbstractProcessInterface
 AbstractProcessInterface AbstractProcessInterface.clone()
          Create and return a clone of this process.
 


Copyright © 2014 Christian P. Fries.

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