Uses of Class
net.finmath.montecarlo.RandomVariable

Packages that use RandomVariable

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.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.

Uses of RandomVariable in net.finmath.montecarlo

Methods in net.finmath.montecarlo that return RandomVariable

Modifier and Type	Method and Description
RandomVariable	RandomVariable.exp()
RandomVariable	RandomVariable.getMutableCopy()
RandomVariable	RandomVariable.log()

Uses of RandomVariable in net.finmath.montecarlo.interestrate.modelplugins

Methods in net.finmath.montecarlo.interestrate.modelplugins that return RandomVariable

Modifier and Type	Method and Description
RandomVariable	LIBORCovarianceModelExponentialForm7Param.getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariableInterface[] realizationAtTimeIndex)
RandomVariable	LIBORCovarianceModelExponentialForm5Param.getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariableInterface[] realizationAtTimeIndex)
RandomVariable	BlendedLocalVolatilityModel.getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariableInterface[] realizationAtTimeIndex)
RandomVariable	LIBORVolatilityModelTwoParameterExponentialForm.getVolatility(int timeIndex, int liborIndex)