Package | Description |
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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.stochastic |
Interfaces specifying operations on random variables.
|
Class and Description |
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DoubleTernaryOperator
Functional interface for functions mapping (double,double,double) to double.
|
Class and Description |
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DoubleTernaryOperator
Functional interface for functions mapping (double,double,double) to double.
|
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