Uses of Interface
net.finmath.time.TimeDiscretizationInterface

Packages that use TimeDiscretizationInterface

Package	Description
net.finmath.marketdata.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
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.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.model
net.finmath.montecarlo.process	Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.
net.finmath.montecarlo.templatemethoddesign
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

Uses of TimeDiscretizationInterface in net.finmath.marketdata.model.curves

Methods in net.finmath.marketdata.model.curves with parameters of type TimeDiscretizationInterface

Modifier and Type	Method and Description
static DiscountCurveInterface	DiscountCurve.createDiscountFactorsFromForwardRates(String name, TimeDiscretizationInterface tenor, double[] forwardRates) Create a discount curve from given time discretization and forward rates.

Uses of TimeDiscretizationInterface in net.finmath.marketdata.model.volatilities

Methods in net.finmath.marketdata.model.volatilities that return TimeDiscretizationInterface

Modifier and Type	Method and Description
TimeDiscretizationInterface	SwaptionMarketData.getOptionMaturities()
TimeDiscretizationInterface	AbstractSwaptionMarketData.getOptionMaturities()
TimeDiscretizationInterface	SwaptionMarketData.getTenor()
TimeDiscretizationInterface	AbstractSwaptionMarketData.getTenor()

Constructors in net.finmath.marketdata.model.volatilities with parameters of type TimeDiscretizationInterface

Constructor and Description
CapletVolatilitiesParametricFourParameterPicewiseConstant(String name, LocalDate referenceDate, double a, double b, double c, double d, TimeDiscretizationInterface timeDiscretization) Create a model with parameters a,b,c,d.
SwaptionMarketData(ForwardCurveInterface forwardCurve, DiscountCurveInterface discountCurve, TimeDiscretizationInterface optionMatruities, TimeDiscretizationInterface tenor, double swapPeriodLength, double[][] impliedVolatilities)

Uses of TimeDiscretizationInterface in net.finmath.marketdata.products

Methods in net.finmath.marketdata.products with parameters of type TimeDiscretizationInterface

Modifier and Type	Method and Description
static double	Swap.getForwardSwapRate(TimeDiscretizationInterface fixTenor, TimeDiscretizationInterface floatTenor, ForwardCurveInterface forwardCurve)
static double	Swap.getForwardSwapRate(TimeDiscretizationInterface fixTenor, TimeDiscretizationInterface floatTenor, ForwardCurveInterface forwardCurve, DiscountCurveInterface discountCurve)
static double	SwapAnnuity.getSwapAnnuity(TimeDiscretizationInterface tenor, DiscountCurveInterface discountCurve) Function to calculate an (idealized) swap annuity for a given schedule and discount curve.
static double	SwapAnnuity.getSwapAnnuity(TimeDiscretizationInterface tenor, ForwardCurveInterface forwardCurve) Function to calculate an (idealized) single curve swap annuity for a given schedule and forward curve.

Uses of TimeDiscretizationInterface in net.finmath.montecarlo

Methods in net.finmath.montecarlo that return TimeDiscretizationInterface

Modifier and Type	Method and Description
TimeDiscretizationInterface	MonteCarloSimulationInterface.getTimeDiscretization() Returns the timeDiscretization.
TimeDiscretizationInterface	IndependentIncrementsInterface.getTimeDiscretization() Returns the time discretization used for this set of time-discrete Brownian increments.
TimeDiscretizationInterface	GammaProcess.getTimeDiscretization()
TimeDiscretizationInterface	CorrelatedBrownianMotion.getTimeDiscretization()
TimeDiscretizationInterface	BrownianMotionView.getTimeDiscretization()
TimeDiscretizationInterface	BrownianMotionInterface.getTimeDiscretization() Returns the time discretization used for this set of time-discrete Brownian increments.
TimeDiscretizationInterface	BrownianMotion.getTimeDiscretization()
TimeDiscretizationInterface	BrownianBridge.getTimeDiscretization()

Methods in net.finmath.montecarlo with parameters of type TimeDiscretizationInterface

Modifier and Type	Method and Description
IndependentIncrementsInterface	IndependentIncrementsInterface.getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization) Return a new object implementing BrownianMotionInterface having the same specifications as this object but a different time discretization.
IndependentIncrementsInterface	GammaProcess.getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization)
BrownianMotionInterface	CorrelatedBrownianMotion.getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization)
BrownianMotionInterface	BrownianMotionView.getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization)
BrownianMotionInterface	BrownianMotionInterface.getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization) Return a new object implementing BrownianMotionInterface having the same specifications as this object but a different time discretization.
BrownianMotionInterface	BrownianMotion.getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization)
BrownianMotionInterface	BrownianBridge.getCloneWithModifiedTimeDiscretization(TimeDiscretizationInterface newTimeDiscretization)

Constructors in net.finmath.montecarlo with parameters of type TimeDiscretizationInterface

Constructor and Description
BrownianBridge(TimeDiscretizationInterface timeDiscretization, int numberOfPaths, int seed, RandomVariableInterface[] start, RandomVariableInterface[] end) Construct a Brownian bridge, bridging from a given start to a given end.
BrownianBridge(TimeDiscretizationInterface timeDiscretization, int numberOfPaths, int seed, RandomVariableInterface start, RandomVariableInterface end) Construct a Brownian bridge, bridging from a given start to a given end.
BrownianMotion(TimeDiscretizationInterface timeDiscretization, int numberOfFactors, int numberOfPaths, int seed) Construct a Brownian motion.
BrownianMotion(TimeDiscretizationInterface timeDiscretization, int numberOfFactors, int numberOfPaths, int seed, AbstractRandomVariableFactory randomVariableFactory) Construct a Brownian motion.
GammaProcess(TimeDiscretizationInterface timeDiscretization, int numberOfFactors, int numberOfPaths, int seed, double shape) Construct a Gamma process with a given shape parameter.
GammaProcess(TimeDiscretizationInterface timeDiscretization, int numberOfFactors, int numberOfPaths, int seed, double shape, double scale) Construct a Gamma process with a given shape parameter.

Uses of TimeDiscretizationInterface in net.finmath.montecarlo.assetderivativevaluation

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

Constructor and Description
MonteCarloBlackScholesModel(TimeDiscretizationInterface timeDiscretization, int numberOfPaths, double initialValue, double riskFreeRate, double volatility) Create a Monte-Carlo simulation using given time discretization.
MonteCarloMultiAssetBlackScholesModel(TimeDiscretizationInterface timeDiscretization, int numberOfPaths, double[] initialValues, double riskFreeRate, double[] volatilities, double[][] correlations) Create a Monte-Carlo simulation using given time discretization.

Uses of TimeDiscretizationInterface in net.finmath.montecarlo.assetderivativevaluation.products

Constructors in net.finmath.montecarlo.assetderivativevaluation.products with parameters of type TimeDiscretizationInterface

Constructor and Description
AsianOption(double maturity, double strike, TimeDiscretizationInterface timesForAveraging) Construct a product representing an Asian option on an asset S (where S the asset with index 0 from the model - single asset case).

Uses of TimeDiscretizationInterface in net.finmath.montecarlo.hybridassetinterestrate

Methods in net.finmath.montecarlo.hybridassetinterestrate that return TimeDiscretizationInterface

Modifier and Type	Method and Description
TimeDiscretizationInterface	HybridAssetLIBORModelMonteCarloSimulation.getLiborPeriodDiscretization()
TimeDiscretizationInterface	HybridAssetLIBORModelMonteCarloSimulation.getTimeDiscretization()

Uses of TimeDiscretizationInterface in net.finmath.montecarlo.interestrate

Methods in net.finmath.montecarlo.interestrate that return TimeDiscretizationInterface

Modifier and Type	Method and Description
TimeDiscretizationInterface	LIBORModelMonteCarloSimulationInterface.getLiborPeriodDiscretization() Returns the libor period discretization as time discretization representing start and end dates of periods.
TimeDiscretizationInterface	LIBORModelMonteCarloSimulation.getLiborPeriodDiscretization()
TimeDiscretizationInterface	LIBORMarketModelStandard.getLiborPeriodDiscretization()
TimeDiscretizationInterface	LIBORMarketModelInterface.getLiborPeriodDiscretization() The tenor time discretization of the forward rate curve.
TimeDiscretizationInterface	LIBORMarketModel.getLiborPeriodDiscretization()
TimeDiscretizationInterface	LIBORModelMonteCarloSimulation.getTimeDiscretization()

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

Constructor and Description
LIBORMarketModel(TimeDiscretizationInterface liborPeriodDiscretization, AnalyticModelInterface analyticModel, ForwardCurveInterface forwardRateCurve, DiscountCurveInterface discountCurve, AbstractLIBORCovarianceModel covarianceModel, LIBORMarketModel.CalibrationItem[] calibrationItems, Map<String,?> properties) Creates a LIBOR Market Model for given covariance.
LIBORMarketModel(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, AbstractLIBORCovarianceModel covarianceModel) Creates a LIBOR Market Model for given covariance.
LIBORMarketModel(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, AbstractLIBORCovarianceModel covarianceModel, AbstractSwaptionMarketData swaptionMarketData) Creates a LIBOR Market Model using a given covariance model and calibrating this model to given swaption volatility data.
LIBORMarketModel(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, DiscountCurveInterface discountCurve, AbstractLIBORCovarianceModel covarianceModel) Creates a LIBOR Market Model for given covariance.
LIBORMarketModel(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, DiscountCurveInterface discountCurve, AbstractLIBORCovarianceModel covarianceModel, AbstractSwaptionMarketData swaptionMarketData) Creates a LIBOR Market Model for given covariance.
LIBORMarketModel(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, DiscountCurveInterface discountCurve, AbstractLIBORCovarianceModel covarianceModel, AbstractSwaptionMarketData swaptionMarketData, Map<String,?> properties) Creates a LIBOR Market Model for given covariance.
LIBORMarketModel(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, DiscountCurveInterface discountCurve, AbstractLIBORCovarianceModel covarianceModel, LIBORMarketModel.CalibrationItem[] calibrationItems, Map<String,?> properties) Creates a LIBOR Market Model for given covariance.
LIBORMarketModelStandard(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, AbstractLIBORCovarianceModel covarianceModel) Creates a LIBOR Market Model for given covariance.
LIBORMarketModelStandard(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, AbstractLIBORCovarianceModel covarianceModel, AbstractSwaptionMarketData swaptionMarketData) Creates a LIBOR Market Model using a given covariance model and calibrating this model to given swaption volatility data.
LIBORMarketModelStandard(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, DiscountCurveInterface discountCurve, AbstractLIBORCovarianceModel covarianceModel) Creates a LIBOR Market Model for given covariance.
LIBORMarketModelStandard(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, DiscountCurveInterface discountCurve, AbstractLIBORCovarianceModel covarianceModel, AbstractSwaptionMarketData swaptionMarketData) Creates a LIBOR Market Model for given covariance.
LIBORMarketModelStandard(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardRateCurve, DiscountCurveInterface discountCurve, AbstractLIBORCovarianceModel covarianceModel, LIBORMarketModelStandard.CalibrationItem[] calibrationItems) Creates a LIBOR Market Model for given covariance.

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

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

Modifier and Type	Method and Description
TimeDiscretizationInterface	LIBORVolatilityModel.getLiborPeriodDiscretization()
TimeDiscretizationInterface	LIBORCorrelationModel.getLiborPeriodDiscretization()
TimeDiscretizationInterface	AbstractLIBORCovarianceModel.getLiborPeriodDiscretization() The forward rate time discretization associated with this model (defines the components).
TimeDiscretizationInterface	LIBORVolatilityModel.getTimeDiscretization()
TimeDiscretizationInterface	LIBORCorrelationModel.getTimeDiscretization()
TimeDiscretizationInterface	AbstractLIBORCovarianceModel.getTimeDiscretization() The simulation time discretization associated with this model.

Constructors in net.finmath.montecarlo.interestrate.modelplugins with parameters of type TimeDiscretizationInterface

Constructor and Description
AbstractLIBORCovarianceModel(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, int numberOfFactors) Constructor consuming time discretizations, which are handled by the super class.
AbstractLIBORCovarianceModelParametric(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, int numberOfFactors) Constructor consuming time discretizations, which are handled by the super class.
LIBORCorrelationModel(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization)
LIBORCorrelationModelExponentialDecay(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, int numberOfFactors, double a)
LIBORCorrelationModelExponentialDecay(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, int numberOfFactors, double a, boolean isCalibrateable) Create a correlation model with an exponentially decaying correlation structure and the given number of factors.
LIBORCorrelationModelThreeParameterExponentialDecay(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, int numberOfFactors, double a, double b, double c, boolean isCalibrateable)
LIBORCovarianceModelExponentialForm5Param(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, int numberOfFactors)
LIBORCovarianceModelExponentialForm5Param(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, int numberOfFactors, double[] parameters)
LIBORCovarianceModelExponentialForm7Param(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, int numberOfFactors)
LIBORCovarianceModelFromVolatilityAndCorrelation(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, LIBORVolatilityModel volatilityModel, LIBORCorrelationModel correlationModel)
LIBORVolatilityModel(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization)
LIBORVolatilityModelFourParameterExponentialForm(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, double a, double b, double c, double d, boolean isCalibrateable) Creates the volatility model σi(tj) = ( a + b * (Ti-tj) ) * exp(-c (Ti-tj)) + d
LIBORVolatilityModelFourParameterExponentialFormIntegrated(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, double a, double b, double c, double d, boolean isCalibrateable) Creates the volatility model \[ \sigma_{i}(t_{j}) = \sqrt{ \frac{1}{t_{j+1}-t_{j}} \int_{t_{j}}^{t_{j+1}} \left( ( a + b (T_{i}-t) ) \exp(-c (T_{i}-t)) + d \right)^{2} \ \mathrm{d}t } \text{
LIBORVolatilityModelFromGivenMatrix(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, double[][] volatility) Creates a simple volatility model using given piece-wise constant values on a given discretization grid.
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, double[] a, double[] b, double[] c, double[] d)
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, double a, double b, double c, double d)
LIBORVolatilityModelTwoParameterExponentialForm(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, double a, double b) Creates the volatility model σi(tj) = a * exp(-b (Ti-tj))
LIBORVolatilityModelTwoParameterExponentialForm(TimeDiscretizationInterface timeDiscretization, TimeDiscretizationInterface liborPeriodDiscretization, double a, double b, boolean isCalibrateable) Creates the volatility model σi(tj) = a * exp(-b (Ti-tj))

Uses of TimeDiscretizationInterface in net.finmath.montecarlo.interestrate.products

Methods in net.finmath.montecarlo.interestrate.products with parameters of type TimeDiscretizationInterface

Modifier and Type	Method and Description
static AbstractLIBORMonteCarloProduct	SwaptionFactory.createSwaption(String className, double swaprate, TimeDiscretizationInterface swapTenor, String valueUnitAsString)
Map<String,double[]>	SwaptionAnalyticApproximation.getLogSwaprateDerivative(TimeDiscretizationInterface liborPeriodDiscretization, DiscountCurveInterface discountCurveInterface, ForwardCurveInterface forwardCurveInterface) This function calculate the partial derivative d log(S) / d log(Lk) for a given swap rate with respect to a vector of forward rates (on a given forward rate tenor).
static Map<String,double[]>	SwaptionAnalyticApproximationRebonato.getLogSwaprateDerivative(TimeDiscretizationInterface liborPeriodDiscretization, DiscountCurveInterface discountCurveInterface, ForwardCurveInterface forwardCurveInterface, double[] swapTenor) This function calculate the partial derivative d log(S) / d log(Lk) for a given swap rate with respect to a vector of forward rates (on a given forward rate tenor).
static Map<String,double[]>	SwaptionSingleCurveAnalyticApproximation.getLogSwaprateDerivative(TimeDiscretizationInterface liborPeriodDiscretization, ForwardCurveInterface forwardCurveInterface, double[] swapTenor) This function calculate the partial derivative d log(S) / d log(Lk) for a given swap rate with respect to a vector of forward rates (on a given forward rate tenor).

Constructors in net.finmath.montecarlo.interestrate.products with parameters of type TimeDiscretizationInterface

Constructor and Description
Swaption(double exerciseDate, TimeDiscretizationInterface swapTenor, double swaprate) Creates a swaption using a TimeDiscretization
SwaptionAnalyticApproximation(double swaprate, TimeDiscretizationInterface swapTenor) Create an analytic swaption approximation product for log normal forward rate model.
SwaptionAnalyticApproximationRebonato(double swaprate, TimeDiscretizationInterface swapTenor) Create an analytic swaption approximation product for log normal forward rate model.
SwaptionSimple(double swaprate, TimeDiscretizationInterface swapTenor) Note: It is implicitly assumed that swapTenor[0] is the exercise date (no forward starting).
SwaptionSingleCurve(double exerciseDate, TimeDiscretizationInterface swapTenor, double swaprate) Creates a swaption using a TimeDiscretization
SwaptionSingleCurveAnalyticApproximation(double swaprate, TimeDiscretizationInterface swapTenor) Create an analytic swaption approximation product for log normal forward rate model.

Uses of TimeDiscretizationInterface in net.finmath.montecarlo.model

Methods in net.finmath.montecarlo.model that return TimeDiscretizationInterface

Modifier and Type	Method and Description
TimeDiscretizationInterface	AbstractModelInterface.getTimeDiscretization() Returns the time discretization of the model parameters.
TimeDiscretizationInterface	AbstractModel.getTimeDiscretization() Get the time discretization of the model (simulation time).

Uses of TimeDiscretizationInterface in net.finmath.montecarlo.process

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

Modifier and Type	Method and Description
TimeDiscretizationInterface	ProcessInterface.getTimeDiscretization()
TimeDiscretizationInterface	LinearInterpolatedTimeDiscreteProcess.getTimeDiscretization()
TimeDiscretizationInterface	AbstractProcess.getTimeDiscretization()

Constructors in net.finmath.montecarlo.process with parameters of type TimeDiscretizationInterface

Constructor and Description
AbstractProcess(TimeDiscretizationInterface timeDiscretization) Create a discretization scheme / a time discrete process.

Uses of TimeDiscretizationInterface in net.finmath.montecarlo.templatemethoddesign

Methods in net.finmath.montecarlo.templatemethoddesign that return TimeDiscretizationInterface

Modifier and Type	Method and Description
TimeDiscretizationInterface	LogNormalProcess.getTimeDiscretization()

Constructors in net.finmath.montecarlo.templatemethoddesign with parameters of type TimeDiscretizationInterface

Constructor and Description
LogNormalProcess(TimeDiscretizationInterface timeDiscretization, int numberOfComponents, int numberOfPaths) Create a simulation of log normal process.
LogNormalProcess(TimeDiscretizationInterface timeDiscretization, int numberOfComponents, int numberOfFactors, int numberOfPaths, int seed) Create a simulation of log normal process.

Uses of TimeDiscretizationInterface in net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Constructors in net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation with parameters of type TimeDiscretizationInterface

Constructor and Description
MonteCarloBlackScholesModel2(TimeDiscretizationInterface timeDiscretization, int numberOfPaths, double initialValue, double riskFreeRate, double volatility) Create a Monte-Carlo simulation using given time discretization.
MonteCarloBlackScholesModel2(TimeDiscretizationInterface timeDiscretization, int numberOfPaths, double initialValue, double riskFreeRate, double volatility, int seed) Create a Monte-Carlo simulation using given time discretization.

Uses of TimeDiscretizationInterface in net.finmath.time

Classes in net.finmath.time that implement TimeDiscretizationInterface

Modifier and Type	Class and Description
class	Tenor Implements a time discretization based on dates using a reference date and an daycount convention / year fraction.
class	TimeDiscretization This class represents a set of discrete points in time.

Methods in net.finmath.time that return TimeDiscretizationInterface

Modifier and Type	Method and Description
TimeDiscretizationInterface	TimeDiscretizationInterface.getTimeShiftedTimeDiscretization(double timeShift) Return a new time discretization where all time points have been shifted by a given time shift.
TimeDiscretizationInterface	TimeDiscretization.getTimeShiftedTimeDiscretization(double timeShift)

Constructors in net.finmath.time with parameters of type TimeDiscretizationInterface

Constructor and Description
RegularSchedule(TimeDiscretizationInterface timeDiscretization) Create a schedule from a time discretization.