Uses of Class
net.finmath.montecarlo.model.AbstractModel

Packages that use AbstractModel

Package	Description
net.finmath.montecarlo.assetderivativevaluation	Monte-Carlo models for asset value processes, like the Black Scholes model.
net.finmath.montecarlo.interestrate	Provides classes needed to generate a LIBOR market model (using numerical algorithms from net.finmath.montecarlo.process.

Uses of AbstractModel in net.finmath.montecarlo.assetderivativevaluation

Subclasses of AbstractModel in net.finmath.montecarlo.assetderivativevaluation

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 AbstractModel in net.finmath.montecarlo.interestrate

Subclasses of AbstractModel in net.finmath.montecarlo.interestrate

Modifier and Type	Class and Description
class	LIBORMarketModel Implements a (generalized) LIBOR market model with some drift approximation methods.
class	LIBORMarketModelStandard Implements a basic LIBOR market model with some drift approximation methods.