Uses of Interface
net.finmath.compatibility.java.util.function.IntFunction

Packages that use IntFunction

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.

Uses of IntFunction in net.finmath.montecarlo

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

Constructor and Description
IndependentIncrements(TimeDiscretizationInterface timeDiscretization, int numberOfFactors, int numberOfPaths, int seed, IntFunction<IntFunction<DoubleUnaryOperator>> inverseCumulativeDistributionFunctions) Construct the simulation of independet increments.
IndependentIncrements(TimeDiscretizationInterface timeDiscretization, int numberOfFactors, int numberOfPaths, int seed, IntFunction<IntFunction<DoubleUnaryOperator>> inverseCumulativeDistributionFunctions, AbstractRandomVariableFactory randomVariableFactory) Construct the simulation of independent increments.

Constructor parameters in net.finmath.montecarlo with type arguments of type IntFunction

Constructor and Description
IndependentIncrements(TimeDiscretizationInterface timeDiscretization, int numberOfFactors, int numberOfPaths, int seed, IntFunction<IntFunction<DoubleUnaryOperator>> inverseCumulativeDistributionFunctions) Construct the simulation of independet increments.
IndependentIncrements(TimeDiscretizationInterface timeDiscretization, int numberOfFactors, int numberOfPaths, int seed, IntFunction<IntFunction<DoubleUnaryOperator>> inverseCumulativeDistributionFunctions, AbstractRandomVariableFactory randomVariableFactory) Construct the simulation of independent increments.