Uses of Interface
net.finmath.montecarlo.IndependentIncrementsInterface

Packages that use IndependentIncrementsInterface

Package	Description
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.

Uses of IndependentIncrementsInterface in net.finmath.montecarlo

Classes in net.finmath.montecarlo that implement IndependentIncrementsInterface

Modifier and Type	Class and Description
class	GammaProcess Implementation of a time-discrete n-dimensional Gamma process \( \Gamma = (\Gamma_{1},\ldots,\Gamma_{n}) \), where \( \Gamma_{i} \) is a Gamma process and \( \Gamma_{i} \), \( \Gamma_{j} \) are independent for i not equal j.

Methods in net.finmath.montecarlo that return IndependentIncrementsInterface

Modifier and Type	Method and Description
IndependentIncrementsInterface	IndependentIncrementsInterface.getCloneWithModifiedSeed(int seed) Return a new object implementing BrownianMotionInterface having the same specifications as this object but a different seed for the random number generator.
IndependentIncrementsInterface	GammaProcess.getCloneWithModifiedSeed(int seed)
IndependentIncrementsInterface	IndependentIncrementsInterface.getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization) Return a new object implementing BrownianMotionInterface having the same specifications as this object but a different time discretization.
IndependentIncrementsInterface	GammaProcess.getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization)