Uses of Package
net.finmath.stochastic

Packages that use net.finmath.stochastic

Package	Description
net.finmath.functions	Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
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.conditionalexpectation	Algorithms to perform the calculation of conditional expectations in Monte-Carlo simulations, also known as "American Monte-Carlo".
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.modelplugins	Contains covariance models and their calibration as plug-ins for the LIBOR market model and volatility and correlation models which may be used to build a covariance model.
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.interestrate.products.components
net.finmath.montecarlo.interestrate.products.indices
net.finmath.montecarlo.model
net.finmath.montecarlo.process	Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.
net.finmath.montecarlo.process.component.factordrift
net.finmath.montecarlo.products	Products which are model independent, but assume a Monte-Carlo simulation.
net.finmath.montecarlo.templatemethoddesign
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation
net.finmath.stochastic	Interfaces specifying operations on random variables.

Classes in net.finmath.stochastic used by net.finmath.functions

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.assetderivativevaluation

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.assetderivativevaluation.products

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.conditionalexpectation

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.hybridassetinterestrate

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate.modelplugins

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate.products

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate.products.components

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate.products.indices

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.model

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.process

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.process.component.factordrift

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.products

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.templatemethoddesign

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.

Classes in net.finmath.stochastic used by net.finmath.stochastic

Class and Description
RandomVariableInterface This interface describes the methods implemented by an immutable random variable, i.e.