Uses of Interface
net.finmath.montecarlo.process.AbstractProcessInterface

Packages that use AbstractProcessInterface

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

Uses of AbstractProcessInterface in net.finmath.montecarlo.assetderivativevaluation

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

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

Uses of AbstractProcessInterface in net.finmath.montecarlo.crosscurrency

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

Modifier and Type	Method and Description
AbstractProcessInterface	CrossCurrencyTermStructureModelMonteCarloSimulationInterface.getProcess()

Uses of AbstractProcessInterface in net.finmath.montecarlo.hybridassetinterestrate

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

Modifier and Type	Method and Description
AbstractProcessInterface	HybridAssetLIBORModelMonteCarloSimulation.getProcess()

Uses of AbstractProcessInterface in net.finmath.montecarlo.interestrate

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

Modifier and Type	Method and Description
AbstractProcessInterface	TermStructureModelMonteCarloSimulationInterface.getProcess()
AbstractProcessInterface	TermStructureModelMonteCarloSimulation.getProcess()
AbstractProcessInterface	LIBORModelMonteCarloSimulation.getProcess()

Uses of AbstractProcessInterface in net.finmath.montecarlo.model

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

Modifier and Type	Method and Description
AbstractProcessInterface	AbstractModelInterface.getProcess() Get the numerical scheme used to generate the stochastic process.
AbstractProcessInterface	AbstractModel.getProcess()

Methods in net.finmath.montecarlo.model with parameters of type AbstractProcessInterface

Modifier and Type	Method and Description
void	AbstractModelInterface.setProcess(AbstractProcessInterface process) Set the numerical scheme used to generate the stochastic process.
void	AbstractModel.setProcess(AbstractProcessInterface process)

Uses of AbstractProcessInterface in net.finmath.montecarlo.process

Classes in net.finmath.montecarlo.process that implement AbstractProcessInterface

Modifier and Type	Class and Description
class	AbstractProcess This class is an abstract base class to implement a multi-dimensional multi-factor Ito process.
class	ProcessEulerScheme This class implements some numerical schemes for multi-dimensional multi-factor Ito process.

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

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