Uses of Interface
net.finmath.montecarlo.assetderivativevaluation.AssetModelMonteCarloSimulationInterface

Packages that use AssetModelMonteCarloSimulationInterface

Package	Description
net.finmath.montecarlo.assetderivativevaluation	Monte-Carlo models for asset value processes, like the Black Scholes model.
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationInterface.
net.finmath.montecarlo.hybridassetinterestrate	Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Uses of AssetModelMonteCarloSimulationInterface in net.finmath.montecarlo.assetderivativevaluation

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

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.
class	MonteCarloMultiAssetBlackScholesModel 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.

Methods in net.finmath.montecarlo.assetderivativevaluation that return AssetModelMonteCarloSimulationInterface

Modifier and Type	Method and Description
AssetModelMonteCarloSimulationInterface	MonteCarloMultiAssetBlackScholesModel.getCloneWithModifiedData(Map<String,Object> dataModified)
AssetModelMonteCarloSimulationInterface	MonteCarloBlackScholesModel.getCloneWithModifiedData(Map<String,Object> dataModified)
AssetModelMonteCarloSimulationInterface	AssetModelMonteCarloSimulationInterface.getCloneWithModifiedData(Map<String,Object> dataModified) Create a clone of this simulation modifying some of its properties (if any).
AssetModelMonteCarloSimulationInterface	MonteCarloMultiAssetBlackScholesModel.getCloneWithModifiedSeed(int seed)
AssetModelMonteCarloSimulationInterface	MonteCarloBlackScholesModel.getCloneWithModifiedSeed(int seed)
AssetModelMonteCarloSimulationInterface	AssetModelMonteCarloSimulationInterface.getCloneWithModifiedSeed(int seed) Create a clone of the object implementing AssetModelMonteCarloSimulationInterface using a different Monte-Carlo seed.

Uses of AssetModelMonteCarloSimulationInterface in net.finmath.montecarlo.assetderivativevaluation.products

Methods in net.finmath.montecarlo.assetderivativevaluation.products with parameters of type AssetModelMonteCarloSimulationInterface

Modifier and Type	Method and Description
RandomVariableInterface	EuropeanOption.getValue(double evaluationTime, AssetModelMonteCarloSimulationInterface model) This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.
RandomVariableInterface	BlackScholesHedgedPortfolio.getValue(double evaluationTime, AssetModelMonteCarloSimulationInterface model)
RandomVariableInterface	BlackScholesDeltaHedgedPortfolio.getValue(double evaluationTime, AssetModelMonteCarloSimulationInterface model)
RandomVariableInterface	BermudanOption.getValue(double evaluationTime, AssetModelMonteCarloSimulationInterface model) This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.
RandomVariableInterface	BasketOption.getValue(double evaluationTime, AssetModelMonteCarloSimulationInterface model) This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.
RandomVariableInterface	AsianOption.getValue(double evaluationTime, AssetModelMonteCarloSimulationInterface model) This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.
abstract RandomVariableInterface	AbstractAssetMonteCarloProduct.getValue(double evaluationTime, AssetModelMonteCarloSimulationInterface model)

Uses of AssetModelMonteCarloSimulationInterface in net.finmath.montecarlo.hybridassetinterestrate

Subinterfaces of AssetModelMonteCarloSimulationInterface in net.finmath.montecarlo.hybridassetinterestrate

Modifier and Type	Interface and Description
interface	HybridAssetLIBORModelMonteCarloSimulationInterface

Classes in net.finmath.montecarlo.hybridassetinterestrate that implement AssetModelMonteCarloSimulationInterface

Modifier and Type	Class and Description
class	HybridAssetLIBORModelMonteCarloSimulation An Equity Hybrid LIBOR Market Model composed of an object implementing LIBORModelMonteCarloSimulationInterface providing the interest rate simulation and the numeraire and an object implementing AssetModelMonteCarloSimulationInterface providing the asset simulation.

Constructors in net.finmath.montecarlo.hybridassetinterestrate with parameters of type AssetModelMonteCarloSimulationInterface

Constructor and Description
HybridAssetLIBORModelMonteCarloSimulation(LIBORModelMonteCarloSimulationInterface liborSimulation, AssetModelMonteCarloSimulationInterface assetSimulation)
HybridAssetLIBORModelMonteCarloSimulation(LIBORModelMonteCarloSimulationInterface liborSimulation, AssetModelMonteCarloSimulationInterface assetSimulation, DiscountCurveInterface discountCurve) Create an Equity Hybrid LIBOR Market Model composed of an object implementing LIBORModelMonteCarloSimulationInterface providing the interest rate simulation and the numeraire and an object implementing AssetModelMonteCarloSimulationInterface providing the asset simulation.

Uses of AssetModelMonteCarloSimulationInterface in net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Classes in net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation that implement AssetModelMonteCarloSimulationInterface

Modifier and Type	Class and Description
class	MonteCarloBlackScholesModel2 Monte Carlo simulation of a simple Black-Scholes model for a stock generated discrete process

Methods in net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation that return AssetModelMonteCarloSimulationInterface

Modifier and Type	Method and Description
AssetModelMonteCarloSimulationInterface	MonteCarloBlackScholesModel2.getCloneWithModifiedData(Map<String,Object> dataModified)
AssetModelMonteCarloSimulationInterface	MonteCarloBlackScholesModel2.getCloneWithModifiedSeed(int seed)