net.finmath.montecarlo.hybridassetinterestrate

Interface HybridAssetLIBORModelMonteCarloSimulationInterface

All Superinterfaces:

AssetModelMonteCarloSimulationInterface, LIBORModelMonteCarloSimulationInterface, MonteCarloSimulationInterface

All Known Implementing Classes:

HybridAssetLIBORModelMonteCarloSimulation

public interface HybridAssetLIBORModelMonteCarloSimulationInterface
extends LIBORModelMonteCarloSimulationInterface, AssetModelMonteCarloSimulationInterface

Author:

Christian Fries

Method Summary

Methods inherited from interface net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface

getBrownianMotion, getCloneWithModifiedSeed, getCovarianceModel, getLIBOR, getLIBOR, getLiborPeriod, getLiborPeriodDiscretization, getLiborPeriodIndex, getLIBORs, getModel, getNumberOfFactors, getNumberOfLibors, getNumeraire, getProcess

Methods inherited from interface net.finmath.montecarlo.assetderivativevaluation.AssetModelMonteCarloSimulationInterface

getAssetValue, getAssetValue, getCloneWithModifiedData, getCloneWithModifiedSeed, getNumberOfAssets, getNumeraire, getNumeraire

Methods inherited from interface net.finmath.montecarlo.MonteCarloSimulationInterface

getMonteCarloWeights, getMonteCarloWeights, getNumberOfPaths, getRandomVariableForConstant, getTime, getTimeDiscretization, getTimeIndex