Deprecated API

Contents

• Deprecated Methods
• Deprecated Constructors

Deprecated Methods

Method and Description
net.finmath.marketdata.model.curves.DiscountCurve.createDiscountCurveFromZeroRates(String, double[], double[], boolean[], Curve.InterpolationMethod, Curve.ExtrapolationMethod, Curve.InterpolationEntity) Initializing a curve without reference date is deprecated.
net.finmath.time.ScheduleGenerator.createScheduleFromConventions(LocalDate, LocalDate, String, double, String, String) Will be removed in version 2.3
net.finmath.time.ScheduleGenerator.createScheduleFromConventions(LocalDate, LocalDate, String, double, String, String, String, BusinessdayCalendarInterface, int, int) Will be removed in version 2.3
net.finmath.montecarlo.process.AbstractProcessInterface.getBrownianMotion() Please use getStochasticDriver() instead.
net.finmath.montecarlo.interestrate.modelplugins.AbstractLIBORCovarianceModelParametric.getCloneCalibrated(LIBORMarketModelInterface, AbstractLIBORMonteCarloProduct[], double[], double[], Map<String, Object>)
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface.getCloneWithModifiedSeed(int)
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation.getCloneWithModifiedSeed(int)
net.finmath.montecarlo.interestrate.products.Swaption.getExerciseIndicator(LIBORModelMonteCarloSimulationInterface)
net.finmath.marketdata.model.AnalyticModel.setCurve(CurveInterface) This class will become immutable. Use addCurve instead.
net.finmath.marketdata.model.AnalyticModelInterface.setCurve(CurveInterface)
net.finmath.analytic.model.AnalyticModel.setCurve(CurveInterface) This class will become immutable. Use addCurve instead.
net.finmath.analytic.model.AnalyticModelInterface.setCurve(CurveInterface)
net.finmath.marketdata.model.AnalyticModel.setCurves(CurveInterface[]) This class will become immutable. Use addCurve instead.
net.finmath.analytic.model.AnalyticModel.setCurves(CurveInterface[]) This class will become immutable. Use addCurve instead.
net.finmath.marketdata.calibration.ParameterObjectInterface.setParameter(double[])
net.finmath.marketdata.model.curves.DiscountCurveNelsonSiegelSvensson.setParameter(double[])
net.finmath.analytic.calibration.ParameterObjectInterface.setParameter(RandomVariableInterface[])
net.finmath.marketdata.model.AnalyticModel.setVolatilitySurface(VolatilitySurfaceInterface) This class will become immutable. Use addVolatilitySurface instead.
net.finmath.marketdata.model.AnalyticModelInterface.setVolatilitySurface(VolatilitySurfaceInterface)

Deprecated Constructors

Constructor and Description
net.finmath.montecarlo.RandomVariable(double, int, double)
net.finmath.montecarlo.RandomVariableLowMemory(double, int, double)
net.finmath.montecarlo.interestrate.products.SimpleSwap(double[], double[], double[])
net.finmath.montecarlo.interestrate.products.Swap(double[], double[], double[]) This constructor is deprecated. If you like to create a payer swap from fixingDates, paymentDates and swaprates use SimpleSwap.