Uses of Class
net.finmath.montecarlo.process.AbstractProcess

Packages that use AbstractProcess

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.
net.finmath.montecarlo.process	Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.

Uses of AbstractProcess in net.finmath.montecarlo.assetderivativevaluation

Constructors in net.finmath.montecarlo.assetderivativevaluation with parameters of type AbstractProcess

Constructor and Description
MonteCarloBlackScholesModel(double initialValue, double riskFreeRate, double volatility, AbstractProcess process) Create a Monte-Carlo simulation using given process discretization scheme.

Uses of AbstractProcess in net.finmath.montecarlo.interestrate

Constructors in net.finmath.montecarlo.interestrate with parameters of type AbstractProcess

Constructor and Description
LIBORModelMonteCarloSimulation(LIBORMarketModelInterface model, AbstractProcess process) Create a LIBOR Monte-Carlo Simulation from a given LIBORMarketModel and an AbstractProcess.

Uses of AbstractProcess in net.finmath.montecarlo.process

Subclasses of AbstractProcess in net.finmath.montecarlo.process

Modifier and Type	Class and Description
class	ProcessEulerScheme This class implements some numerical schemes for multi-dimensional multi-factor Ito process.

Methods in net.finmath.montecarlo.process that return AbstractProcess

Modifier and Type	Method and Description
abstract AbstractProcess	AbstractProcess.clone()