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finMath lib documentation | |||||||||
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Packages that use AbstractProcessInterface | |
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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 |
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Methods in net.finmath.montecarlo.interestrate that return AbstractProcessInterface | |
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AbstractProcessInterface |
LIBORModelMonteCarloSimulationInterface.getProcess()
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AbstractProcessInterface |
LIBORModelMonteCarloSimulation.getProcess()
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Uses of AbstractProcessInterface in net.finmath.montecarlo.model |
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Methods in net.finmath.montecarlo.model that return AbstractProcessInterface | |
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AbstractProcessInterface |
AbstractModelInterface.getProcess()
Get the numerical scheme used to generate the stochastic process. |
AbstractProcessInterface |
AbstractModel.getProcess()
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Methods in net.finmath.montecarlo.model with parameters of type AbstractProcessInterface | |
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void |
AbstractModelInterface.setProcess(AbstractProcessInterface process)
Set the numerical scheme used to generate the stochastic process. |
void |
AbstractModel.setProcess(AbstractProcessInterface process)
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Uses of AbstractProcessInterface in net.finmath.montecarlo.process |
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Classes in net.finmath.montecarlo.process that implement AbstractProcessInterface | |
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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 | |
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AbstractProcessInterface |
AbstractProcessInterface.clone()
Create and return a clone of this process. |
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Copyright © 2014 Christian P. Fries. | |||||||||
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