Uses of Class
net.finmath.montecarlo.interestrate.LIBORMarketModelStandard.Driftapproximation

Packages that use LIBORMarketModelStandard.Driftapproximation

Package	Description
net.finmath.montecarlo.interestrate	Provides classes needed to generate a LIBOR market model (using numerical algorithms from net.finmath.montecarlo.process.

Uses of LIBORMarketModelStandard.Driftapproximation in net.finmath.montecarlo.interestrate

Methods in net.finmath.montecarlo.interestrate that return LIBORMarketModelStandard.Driftapproximation

Modifier and Type	Method and Description
LIBORMarketModelStandard.Driftapproximation	LIBORMarketModelStandard.getDriftApproximationMethod()
static LIBORMarketModelStandard.Driftapproximation	LIBORMarketModelStandard.Driftapproximation.valueOf(String name) Returns the enum constant of this type with the specified name.
static LIBORMarketModelStandard.Driftapproximation[]	LIBORMarketModelStandard.Driftapproximation.values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods in net.finmath.montecarlo.interestrate with parameters of type LIBORMarketModelStandard.Driftapproximation

Modifier and Type	Method and Description
void	LIBORMarketModelStandard.setDriftApproximationMethod(LIBORMarketModelStandard.Driftapproximation driftApproximationMethod)