Serialized Form (finmath lib 2.0.1 API)

Package net.finmath.exception
- Class net.finmath.exception.CalculationException extends Exception implements Serializable
  
  serialVersionUID:
  
  6848163003188948320L
Package net.finmath.marketdata.model.curves
- Class net.finmath.marketdata.model.curves.AbstractForwardCurve extends Curve implements Serializable
  
  serialVersionUID:
  
  3735595267579329042L
  - Serialized Fields
    - discountCurveName
```
String discountCurveName
```
    - paymentOffsets
```
Map<K,V> paymentOffsets
```
    - paymentOffsetCode
```
String paymentOffsetCode
```
    - paymentBusinessdayCalendar
```
BusinessdayCalendarInterface paymentBusinessdayCalendar
```
    - paymentDateRollConvention
```
BusinessdayCalendarInterface.DateRollConvention paymentDateRollConvention
```
    - paymentOffset
```
double paymentOffset
```
- Class net.finmath.marketdata.model.curves.Curve extends AbstractCurve implements Serializable
  
  serialVersionUID:
  
  -4126228588123963885L
  - Serialized Fields
    - points
```
ArrayList<E> points
```
    - pointsBeingParameters
```
ArrayList<E> pointsBeingParameters
```
    - interpolationMethod
```
Curve.InterpolationMethod interpolationMethod
```
    - extrapolationMethod
```
Curve.ExtrapolationMethod extrapolationMethod
```
    - interpolationEntity
```
Curve.InterpolationEntity interpolationEntity
```
    - rationalFunctionInterpolation
```
RationalFunctionInterpolation rationalFunctionInterpolation
```
    - rationalFunctionInterpolationLazyInitLock
```
Object rationalFunctionInterpolationLazyInitLock
```
    - curveCacheReference
```
SoftReference<T> curveCacheReference
```
- Class net.finmath.marketdata.model.curves.CurveFromProductOfCurves extends AbstractCurve implements Serializable
  
  serialVersionUID:
  
  8850409340966149755L
  - Serialized Fields
    - curves
```
CurveInterface[] curves
```
- Class net.finmath.marketdata.model.curves.DiscountCurve extends Curve implements Serializable
  
  serialVersionUID:
  
  -4126228588123963885L
- Class net.finmath.marketdata.model.curves.DiscountCurveFromForwardCurve extends AbstractCurve implements Serializable
  
  serialVersionUID:
  
  -4126228588123963885L
  - Serialized Fields
    - forwardCurveName
```
String forwardCurveName
```
    - forwardCurve
```
ForwardCurveInterface forwardCurve
```
    - timeScaling
```
double timeScaling
```
- Class net.finmath.marketdata.model.curves.DiscountCurveFromProductOfCurves extends AbstractCurve implements Serializable
  
  serialVersionUID:
  
  8850409340966149755L
  - Serialized Fields
    - curves
```
DiscountCurveInterface[] curves
```
- Class net.finmath.marketdata.model.curves.DiscountCurveNelsonSiegelSvensson extends AbstractCurve implements Serializable
  
  serialVersionUID:
  
  8024640795839972709L
  - Serialized Fields
    - timeScaling
```
double timeScaling
```
    - parameter
```
double[] parameter
```
- Class net.finmath.marketdata.model.curves.ForwardCurve extends AbstractForwardCurve implements Serializable
  
  serialVersionUID:
  
  -4126228588123963885L
  - Serialized Fields
    - interpolationEntityForward
```
ForwardCurve.InterpolationEntityForward interpolationEntityForward
```
- Class net.finmath.marketdata.model.curves.ForwardCurveFromDiscountCurve extends AbstractForwardCurve implements Serializable
  
  serialVersionUID:
  
  -4126228588123963885L
  - Serialized Fields
    - daycountScaling
```
double daycountScaling
```
    - periodOffset
```
double periodOffset
```
- Class net.finmath.marketdata.model.curves.ForwardCurveNelsonSiegelSvensson extends AbstractCurve implements Serializable
  
  serialVersionUID:
  
  8024640795839972709L
  - Serialized Fields
    - paymentOffsetCode
```
String paymentOffsetCode
```
    - paymentBusinessdayCalendar
```
BusinessdayCalendarInterface paymentBusinessdayCalendar
```
    - paymentDateRollConvention
```
BusinessdayCalendarInterface.DateRollConvention paymentDateRollConvention
```
    - daycountConvention
```
DayCountConventionInterface daycountConvention
```
    - periodOffset
```
double periodOffset
```
    - discountCurve
```
DiscountCurveNelsonSiegelSvensson discountCurve
```
Package net.finmath.modelling
- Class net.finmath.modelling.UnsupportedProduct extends Object implements Serializable
  
  serialVersionUID:
  
  5375406324063846793L
  - Serialized Fields
    - exception
```
Exception exception
```
Package net.finmath.montecarlo
- Class net.finmath.montecarlo.BrownianMotion extends Object implements Serializable
  
  serialVersionUID:
  
  -5430067621669213475L
  - Serialized Fields
    - timeDiscretization
```
TimeDiscretizationInterface timeDiscretization
```
    - numberOfFactors
```
int numberOfFactors
```
    - numberOfPaths
```
int numberOfPaths
```
    - seed
```
int seed
```
    - randomVariableFactory
```
AbstractRandomVariableFactory randomVariableFactory
```
    - brownianIncrementsLazyInitLock
```
Object brownianIncrementsLazyInitLock
```
- Class net.finmath.montecarlo.GammaProcess extends Object implements Serializable
  
  serialVersionUID:
  
  -5430067621669213475L
  - Serialized Fields
    - shape
```
double shape
```
    - scale
```
double scale
```
    - timeDiscretization
```
TimeDiscretizationInterface timeDiscretization
```
    - numberOfFactors
```
int numberOfFactors
```
    - numberOfPaths
```
int numberOfPaths
```
    - seed
```
int seed
```
    - randomVariableFactory
```
AbstractRandomVariableFactory randomVariableFactory
```
- Class net.finmath.montecarlo.RandomVariable extends Object implements Serializable
  - Serialized Fields
    - time
```
double time
```
    - realizations
```
double[] realizations
```
    - valueIfNonStochastic
```
double valueIfNonStochastic
```
- Class net.finmath.montecarlo.RandomVariableLowMemory extends Object implements Serializable
  - Serialized Fields
    - time
```
double time
```
    - realizations
```
float[] realizations
```
    - valueIfNonStochastic
```
double valueIfNonStochastic
```
Package net.finmath.montecarlo.interestrate.products
- Class net.finmath.montecarlo.interestrate.products.Portfolio extends AbstractProductComponent implements Serializable
  
  serialVersionUID:
  
  -1360506093081238482L
  - Serialized Fields
    - products
```
AbstractLIBORMonteCarloProduct[] products
```
    - weights
```
double[] weights
```
Package net.finmath.montecarlo.interestrate.products.components
- Class net.finmath.montecarlo.interestrate.products.components.AbstractPeriod extends AbstractProductComponent implements Serializable
  
  serialVersionUID:
  
  8035860121112226049L
  - Serialized Fields
    - periodStart
```
double periodStart
```
    - periodEnd
```
double periodEnd
```
    - fixingDate
```
double fixingDate
```
    - paymentDate
```
double paymentDate
```
    - notional
```
AbstractNotional notional
```
    - index
```
AbstractProductComponent index
```
    - daycountFraction
```
double daycountFraction
```
- Class net.finmath.montecarlo.interestrate.products.components.AbstractProductComponent extends AbstractLIBORMonteCarloProduct implements Serializable
  
  serialVersionUID:
  
  -916286619811716575L
- Class net.finmath.montecarlo.interestrate.products.components.AccrualAccount extends AbstractProductComponent implements Serializable
  
  serialVersionUID:
  
  188297603697240319L
  - Serialized Fields
    - pastFixings
```
AnalyticModelIndex pastFixings
```
    - accrualIndex
```
AbstractIndex accrualIndex
```
    - accrualPeriod
```
double accrualPeriod
```
- Class net.finmath.montecarlo.interestrate.products.components.Cashflow extends AbstractProductComponent implements Serializable
  
  serialVersionUID:
  
  2336470863786839896L
  - Serialized Fields
    - flowAmount
```
double flowAmount
```
    - flowDate
```
double flowDate
```
    - isPayer
```
boolean isPayer
```
- Class net.finmath.montecarlo.interestrate.products.components.ExposureEstimator extends AbstractProductComponent implements Serializable
  
  serialVersionUID:
  
  2987369289230532162L
  - Serialized Fields
    - underlying
```
AbstractLIBORMonteCarloProduct underlying
```
- Class net.finmath.montecarlo.interestrate.products.components.IndexedValue extends AbstractProductComponent implements Serializable
  
  serialVersionUID:
  
  -7268432817913776974L
  - Serialized Fields
    - exerciseDate
```
double exerciseDate
```
    - index
```
AbstractProductComponent index
```
    - underlying
```
AbstractProductComponent underlying
```
- Class net.finmath.montecarlo.interestrate.products.components.Option extends AbstractProductComponent implements Serializable
  
  serialVersionUID:
  
  2987369289230532162L
  - Serialized Fields
    - exerciseDate
```
double exerciseDate
```
    - strikePrice
```
double strikePrice
```
    - underlying
```
AbstractLIBORMonteCarloProduct underlying
```
    - strikeProduct
```
AbstractLIBORMonteCarloProduct strikeProduct
```
    - isCall
```
boolean isCall
```
- Class net.finmath.montecarlo.interestrate.products.components.Period extends AbstractPeriod implements Serializable
  
  serialVersionUID:
  
  -7107623461781510475L
  - Serialized Fields
    - couponFlow
```
boolean couponFlow
```
    - notionalFlow
```
boolean notionalFlow
```
    - payer
```
boolean payer
```
    - isExcludeAccruedInterest
```
boolean isExcludeAccruedInterest
```
- Class net.finmath.montecarlo.interestrate.products.components.ProductCollection extends AbstractProductComponent implements Serializable
  
  serialVersionUID:
  
  -3058874897795789705L
  - Serialized Fields
    - products
```
Collection<E> products
```
Package net.finmath.montecarlo.interestrate.products.indices
- Class net.finmath.montecarlo.interestrate.products.indices.AbstractIndex extends AbstractProductComponent implements Serializable
  
  serialVersionUID:
  
  7992943924779922710L
  - Serialized Fields
    - name
```
String name
```
- Class net.finmath.montecarlo.interestrate.products.indices.AccruedInterest extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  147619920344514766L
  - Serialized Fields
    - referenceDate
```
LocalDate referenceDate
```
    - periodStartDate
```
LocalDate periodStartDate
```
    - periodEndDate
```
LocalDate periodEndDate
```
    - index
```
AbstractIndex index
```
    - indexFixingTime
```
Double indexFixingTime
```
    - daycountConvention
```
DayCountConventionInterface daycountConvention
```
    - isNegativeAccruedInterest
```
boolean isNegativeAccruedInterest
```
- Class net.finmath.montecarlo.interestrate.products.indices.AnalyticModelForwardCurveIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - curveName
```
String curveName
```
    - fixingOffet
```
double fixingOffet
```
    - paymentOffset
```
double paymentOffset
```
- Class net.finmath.montecarlo.interestrate.products.indices.AnalyticModelIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - curveName
```
String curveName
```
    - fixingOffet
```
double fixingOffet
```
- Class net.finmath.montecarlo.interestrate.products.indices.CappedFlooredIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  7835825574794506180L
  - Serialized Fields
    - index
```
AbstractIndex index
```
    - cap
```
AbstractIndex cap
```
    - floor
```
AbstractIndex floor
```
- Class net.finmath.montecarlo.interestrate.products.indices.ConstantMaturitySwaprate extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  -5353191308059733179L
  - Serialized Fields
    - fixingOffset
```
double fixingOffset
```
    - periodLengths
```
double[] periodLengths
```
- Class net.finmath.montecarlo.interestrate.products.indices.DateIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  7457336500162149869L
  - Serialized Fields
    - dateIndexType
```
DateIndex.DateIndexType dateIndexType
```
- Class net.finmath.montecarlo.interestrate.products.indices.FixedCoupon extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  5375406324063846793L
  - Serialized Fields
    - coupon
```
RandomVariableInterface coupon
```
- Class net.finmath.montecarlo.interestrate.products.indices.FowardCurveIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  5375406324063846793L
  - Serialized Fields
    - fowardCurve
```
ForwardCurveInterface fowardCurve
```
- Class net.finmath.montecarlo.interestrate.products.indices.LaggedIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  4899043672016395530L
  - Serialized Fields
    - index
```
AbstractProductComponent index
```
    - fixingOffset
```
double fixingOffset
```
- Class net.finmath.montecarlo.interestrate.products.indices.LIBORIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - periodStartOffset
```
double periodStartOffset
```
    - periodLength
```
double periodLength
```
- Class net.finmath.montecarlo.interestrate.products.indices.LinearCombinationIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  -8181742829635380940L
  - Serialized Fields
    - index1
```
AbstractProductComponent index1
```
    - index2
```
AbstractProductComponent index2
```
    - scaling1
```
double scaling1
```
    - scaling2
```
double scaling2
```
- Class net.finmath.montecarlo.interestrate.products.indices.MaxIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  -1512137372132830198L
  - Serialized Fields
    - indexArguments
```
AbstractProductComponent[] indexArguments
```
- Class net.finmath.montecarlo.interestrate.products.indices.MinIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  -1512137372132830198L
  - Serialized Fields
    - indexArguments
```
AbstractProductComponent[] indexArguments
```
- Class net.finmath.montecarlo.interestrate.products.indices.PerformanceIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  -8181742829635380940L
  - Serialized Fields
    - numeratorIndex
```
AbstractProductComponent numeratorIndex
```
    - denominatorIndex
```
AbstractProductComponent denominatorIndex
```
- Class net.finmath.montecarlo.interestrate.products.indices.PowIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  -1512137372132830198L
  - Serialized Fields
    - index
```
AbstractProductComponent index
```
    - exponent
```
double exponent
```
- Class net.finmath.montecarlo.interestrate.products.indices.ProductIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  -8181742829635380940L
  - Serialized Fields
    - index1
```
AbstractProductComponent index1
```
    - index2
```
AbstractProductComponent index2
```
- Class net.finmath.montecarlo.interestrate.products.indices.TimeDiscreteEndOfMonthIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  -490057583438933158L
  - Serialized Fields
    - baseIndex
```
AbstractIndex baseIndex
```
    - fixingOffsetMonths
```
int fixingOffsetMonths
```
- Class net.finmath.montecarlo.interestrate.products.indices.TriggerIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  2329303879116802448L
  - Serialized Fields
    - trigger
```
AbstractProductComponent trigger
```
    - indexIfTriggerIsPositive
```
AbstractProductComponent indexIfTriggerIsPositive
```
    - indexIfTriggerIsNegative
```
AbstractProductComponent indexIfTriggerIsNegative
```
- Class net.finmath.montecarlo.interestrate.products.indices.UnsupportedIndex extends AbstractIndex implements Serializable
  
  serialVersionUID:
  
  5375406324063846793L
  - Serialized Fields
    - exception
```
Exception exception
```
Package net.finmath.optimizer
- Class net.finmath.optimizer.LevenbergMarquardt extends Object implements Serializable
  
  serialVersionUID:
  
  4560864869394838155L
  - Serialized Fields
    - initialParameters
```
double[] initialParameters
```
    - parameterSteps
```
double[] parameterSteps
```
    - targetValues
```
double[] targetValues
```
    - weights
```
double[] weights
```
    - maxIteration
```
int maxIteration
```
    - lambda
```
double lambda
```
    - lambdaDivisor
```
double lambdaDivisor
```
    - lambdaMultiplicator
```
double lambdaMultiplicator
```
    - errorMeanSquaredTolerance
```
double errorMeanSquaredTolerance
```
    - iteration
```
int iteration
```
    - parameterTest
```
double[] parameterTest
```
    - parameterIncrement
```
double[] parameterIncrement
```
    - valueTest
```
double[] valueTest
```
    - parameterCurrent
```
double[] parameterCurrent
```
    - valueCurrent
```
double[] valueCurrent
```
    - derivativeCurrent
```
double[][] derivativeCurrent
```
    - errorMeanSquaredCurrent
```
double errorMeanSquaredCurrent
```
    - errorMeanSquaredChange
```
double errorMeanSquaredChange
```
    - isParameterCurrentDerivativeValid
```
boolean isParameterCurrentDerivativeValid
```
    - hessianMatrix
```
double[][] hessianMatrix
```
    - beta
```
double[] beta
```
    - numberOfThreads
```
int numberOfThreads
```
    - executor
```
ExecutorService executor
```
    - executorShutdownWhenDone
```
boolean executorShutdownWhenDone
```
    - logger
```
Logger logger
```
- Class net.finmath.optimizer.SolverException extends Exception implements Serializable
  
  serialVersionUID:
  
  7123998462171729835L
Package net.finmath.stochastic
- Class net.finmath.stochastic.RandomVariableMutableClone extends Object implements Serializable
  - Serialized Fields
    - isRandomVariableMutable
```
boolean isRandomVariableMutable
```
      Deprecated.
    - randomVariable
```
RandomVariableInterface randomVariable
```
      Deprecated.
Package net.finmath.swing
- Class net.finmath.swing.JNumberField extends JTextField implements Serializable
  
  serialVersionUID:
  
  -138039675088007707L
  - Serialized Fields
    - value
```
Number value
```
    - formatter
```
DecimalFormat formatter
```
    - admissibleValues
```
double[] admissibleValues
```
    - lowerBound
```
double lowerBound
```
    - upperBound
```
double upperBound
```
Package net.finmath.time
- Class net.finmath.time.Tenor extends TimeDiscretization implements Serializable
  
  serialVersionUID:
  
  4027884423439197483L
  - Serialized Fields
    - referenceDate
```
LocalDate referenceDate
```
    - dates
```
LocalDate[] dates
```
- Class net.finmath.time.TimeDiscretization extends Object implements Serializable
  
  serialVersionUID:
  
  6880668325019167781L
  - Serialized Fields
    - timeDiscretization
```
double[] timeDiscretization
```
    - timeTickSize
```
double timeTickSize
```

Serialized Form

Package net.finmath.exception

Class net.finmath.exception.CalculationException extends Exception implements Serializable

Package net.finmath.marketdata.model.curves

Class net.finmath.marketdata.model.curves.AbstractForwardCurve extends Curve implements Serializable

Serialized Fields

discountCurveName

paymentOffsets

paymentOffsetCode

paymentBusinessdayCalendar

paymentDateRollConvention

paymentOffset

Class net.finmath.marketdata.model.curves.Curve extends AbstractCurve implements Serializable

Serialized Fields

points

pointsBeingParameters

interpolationMethod

extrapolationMethod

interpolationEntity

rationalFunctionInterpolation

rationalFunctionInterpolationLazyInitLock

curveCacheReference

Class net.finmath.marketdata.model.curves.CurveFromProductOfCurves extends AbstractCurve implements Serializable

Serialized Fields

curves

Class net.finmath.marketdata.model.curves.DiscountCurve extends Curve implements Serializable

Class net.finmath.marketdata.model.curves.DiscountCurveFromForwardCurve extends AbstractCurve implements Serializable

Serialized Fields

forwardCurveName

forwardCurve

timeScaling

Class net.finmath.marketdata.model.curves.DiscountCurveFromProductOfCurves extends AbstractCurve implements Serializable

Serialized Fields

curves

Class net.finmath.marketdata.model.curves.DiscountCurveNelsonSiegelSvensson extends AbstractCurve implements Serializable

Serialized Fields

timeScaling

parameter

Class net.finmath.marketdata.model.curves.ForwardCurve extends AbstractForwardCurve implements Serializable

Serialized Fields

interpolationEntityForward

Class net.finmath.marketdata.model.curves.ForwardCurveFromDiscountCurve extends AbstractForwardCurve implements Serializable

Serialized Fields

daycountScaling

periodOffset

Class net.finmath.marketdata.model.curves.ForwardCurveNelsonSiegelSvensson extends AbstractCurve implements Serializable

Serialized Fields

paymentOffsetCode

paymentBusinessdayCalendar

paymentDateRollConvention

daycountConvention

periodOffset

discountCurve

Package net.finmath.modelling

Class net.finmath.modelling.UnsupportedProduct extends Object implements Serializable

Serialized Fields

exception

Package net.finmath.montecarlo

Class net.finmath.montecarlo.BrownianMotion extends Object implements Serializable

Serialized Fields

timeDiscretization

numberOfFactors

numberOfPaths

seed

randomVariableFactory

brownianIncrementsLazyInitLock

Class net.finmath.montecarlo.GammaProcess extends Object implements Serializable

Serialized Fields

shape

scale

timeDiscretization

numberOfFactors

numberOfPaths

seed

randomVariableFactory

Class net.finmath.montecarlo.RandomVariable extends Object implements Serializable

Serialized Fields

time

realizations

valueIfNonStochastic