Uses of Interface
net.finmath.montecarlo.MonteCarloSimulationInterface

Packages that use MonteCarloSimulationInterface

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.
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.interestrate	Provides classes needed to generate a LIBOR market model (using numerical algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface.
net.finmath.montecarlo.products	Products which are model independent, but assume a Monte-Carlo simulation.
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Uses of MonteCarloSimulationInterface in net.finmath.montecarlo

Methods in net.finmath.montecarlo that return MonteCarloSimulationInterface

Modifier and Type	Method and Description
MonteCarloSimulationInterface	MonteCarloSimulationInterface.getCloneWithModifiedData(Map<String,Object> dataModified) Create a clone of this simulation modifying some of its properties (if any).

Methods in net.finmath.montecarlo with parameters of type MonteCarloSimulationInterface

Modifier and Type	Method and Description
abstract RandomVariableInterface	AbstractMonteCarloProduct.getValue(double evaluationTime, MonteCarloSimulationInterface model) This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.
double	AbstractMonteCarloProduct.getValue(MonteCarloSimulationInterface model) This method returns the value of the product under the specified model.
Map<String,Object>	AbstractMonteCarloProduct.getValues(double evaluationTime, MonteCarloSimulationInterface model) This method returns the value of the product under the specified model and other information in a key-value map.
Map<String,Object>	AbstractMonteCarloProduct.getValues(MonteCarloSimulationInterface model) This method returns the value of the product under the specified model and other information in a key-value map.
Map<String,Object>	AbstractMonteCarloProduct.getValuesForModifiedData(double evaluationTime, MonteCarloSimulationInterface model, Map<String,Object> dataModified) This method returns the value under shifted market data (or model parameters).
Map<String,Object>	AbstractMonteCarloProduct.getValuesForModifiedData(double evaluationTime, MonteCarloSimulationInterface model, String entityKey, Object dataModified) This method returns the value under shifted market data (or model parameters).
Map<String,Object>	AbstractMonteCarloProduct.getValuesForModifiedData(MonteCarloSimulationInterface model, Map<String,Object> dataModified) This method returns the value under shifted market data (or model parameters).
Map<String,Object>	AbstractMonteCarloProduct.getValuesForModifiedData(MonteCarloSimulationInterface model, String entityKey, Object dataModified) This method returns the value under shifted market data (or model parameters).

Uses of MonteCarloSimulationInterface in net.finmath.montecarlo.assetderivativevaluation

Subinterfaces of MonteCarloSimulationInterface in net.finmath.montecarlo.assetderivativevaluation

Modifier and Type	Interface and Description
interface	AssetModelMonteCarloSimulationInterface Basic interface which has to be implemented by Monte Carlo models for asset processes.

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

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.

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

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

Modifier and Type	Method and Description
RandomVariableInterface	AbstractAssetMonteCarloProduct.getValue(double evaluationTime, MonteCarloSimulationInterface model)

Uses of MonteCarloSimulationInterface in net.finmath.montecarlo.hybridassetinterestrate

Subinterfaces of MonteCarloSimulationInterface in net.finmath.montecarlo.hybridassetinterestrate

Modifier and Type	Interface and Description
interface	HybridAssetLIBORModelMonteCarloSimulationInterface

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

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.

Uses of MonteCarloSimulationInterface in net.finmath.montecarlo.interestrate

Subinterfaces of MonteCarloSimulationInterface in net.finmath.montecarlo.interestrate

Modifier and Type	Interface and Description
interface	LIBORModelMonteCarloSimulationInterface Basic interface which has to be implemented by Monte Carlo models for LIBOR processes.

Classes in net.finmath.montecarlo.interestrate that implement MonteCarloSimulationInterface

Modifier and Type	Class and Description
class	LIBORModelMonteCarloSimulation Implements convenient methods for a LIBOR market model, based on a given LIBORMarketModel model and AbstractLogNormalProcess process.

Uses of MonteCarloSimulationInterface in net.finmath.montecarlo.interestrate.products

Methods in net.finmath.montecarlo.interestrate.products with parameters of type MonteCarloSimulationInterface

Modifier and Type	Method and Description
RandomVariableInterface	SwaprateCovarianceAnalyticApproximation.getValue(double evaluationTime, MonteCarloSimulationInterface model)
RandomVariableInterface	AbstractLIBORMonteCarloProduct.getValue(double evaluationTime, MonteCarloSimulationInterface model)
RandomVariableInterface	AbstractLIBORMonteCarloProduct.getValueForModifiedData(double evaluationTime, MonteCarloSimulationInterface monteCarloSimulationInterface, Map<String,Object> dataModified)

Uses of MonteCarloSimulationInterface in net.finmath.montecarlo.products

Methods in net.finmath.montecarlo.products with parameters of type MonteCarloSimulationInterface

Modifier and Type	Method and Description
RandomVariableInterface	PortfolioMonteCarloProduct.getValue(double evaluationTime, MonteCarloSimulationInterface model)

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

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

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