Uses of Interface
net.finmath.montecarlo.model.AbstractModelInterface

Packages that use AbstractModelInterface

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

Uses of AbstractModelInterface in net.finmath.montecarlo.assetderivativevaluation

Classes in net.finmath.montecarlo.assetderivativevaluation that implement AbstractModelInterface

Modifier and Type	Class and Description
class	BachelierModel This class implements a (variant of the) Bachelier model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
class	BlackScholesModel This class implements a Black Scholes Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
class	HestonModel This class implements a Heston Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
class	InhomogeneousDisplacedLognomalModel This class implements an inhomogeneous displaced log-normal model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
class	InhomogenousBachelierModel This class implements a (variant of the) Bachelier model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
class	MertonModel This class implements a Merton Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
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.

Methods in net.finmath.montecarlo.assetderivativevaluation that return AbstractModelInterface

Modifier and Type	Method and Description
AbstractModelInterface	MertonModel.getCloneWithModifiedData(Map<String,Object> dataModified)
AbstractModelInterface	MonteCarloAssetModel.getModel() Returns the AbstractModel used for this Monte-Carlo simulation.

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

Constructor and Description
MonteCarloAssetModel(AbstractModelInterface model, AbstractProcessInterface process) Create a Monte-Carlo simulation using given process discretization scheme.

Uses of AbstractModelInterface in net.finmath.montecarlo.crosscurrency

Methods in net.finmath.montecarlo.crosscurrency that return AbstractModelInterface

Modifier and Type	Method and Description
AbstractModelInterface	CrossCurrencyTermStructureModelMonteCarloSimulationInterface.getModel() Returns the underlying model.

Uses of AbstractModelInterface in net.finmath.montecarlo.interestrate

Subinterfaces of AbstractModelInterface in net.finmath.montecarlo.interestrate

Modifier and Type	Interface and Description
interface	LIBORMarketModelInterface
interface	LIBORModelInterface
interface	TermStructureModelInterface

Classes in net.finmath.montecarlo.interestrate that implement AbstractModelInterface

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

Modifier and Type	Class and Description
class	HullWhiteModel Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class	HullWhiteModelWithConstantCoeff Implements a Hull-White model with constant coefficients.
class	HullWhiteModelWithDirectSimulation Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class	HullWhiteModelWithShiftExtension Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
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.
class	LIBORMarketModelWithTenorRefinement Implements a discretized Heath-Jarrow-Morton model / LIBOR market model with dynamic tenor refinement, see
Modifier and Type	Method and Description
AbstractModelInterface	TermStructureModelMonteCarloSimulationInterface.getModel() Returns the underlying model.

Uses of AbstractModelInterface in net.finmath.montecarlo.model

Classes in net.finmath.montecarlo.model that implement AbstractModelInterface

Modifier and Type	Class and Description
class	AbstractModel This class is an abstract base class to implement a model provided to an AbstractProcess.

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

Modifier and Type	Method and Description
AbstractModelInterface	AbstractModelInterface.getCloneWithModifiedData(Map<String,Object> dataModified) Returns a clone of this model where the specified properties have been modified.

Uses of AbstractModelInterface in net.finmath.montecarlo.process

Methods in net.finmath.montecarlo.process with parameters of type AbstractModelInterface

Modifier and Type	Method and Description
void	AbstractProcessInterface.setModel(AbstractModelInterface model) Sets the model to be used.
void	AbstractProcess.setModel(AbstractModelInterface model)