Deprecated API

Contents

• Deprecated Classes
• Deprecated Methods
• Deprecated Constructors

Deprecated Classes

Class and Description
net.finmath.stochastic.RandomVariableMutableClone

Deprecated Methods

Method and Description
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation.getCloneWithModifiedSeed(int)
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.

Deprecated Constructors

Constructor and Description
net.finmath.montecarlo.interestrate.products.Swap(double[], double[], double[]) This constructor is deprecated. If you like to create a payer swap from fixingDates, paymentDates and swaprates use SimpleSwap.