Uses of Class
net.finmath.montecarlo.RandomVariableFromDoubleArray

Packages that use RandomVariableFromDoubleArray

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.
net.finmath.montecarlo.interestrate.models.covariance	Contains covariance models and their calibration as plug-ins for the LIBOR market model and volatility and correlation models which may be used to build a covariance model.

Uses of RandomVariableFromDoubleArray in net.finmath.montecarlo

Methods in net.finmath.montecarlo that return RandomVariableFromDoubleArray

Modifier and Type	Method and Description
RandomVariableFromDoubleArray	RandomVariableFromDoubleArray.exp()
RandomVariableFromDoubleArray	RandomVariableLazyEvaluation.getRandomVariable()
RandomVariableFromDoubleArray	RandomVariableFromDoubleArray.log()

Uses of RandomVariableFromDoubleArray in net.finmath.montecarlo.interestrate.models.covariance

Methods in net.finmath.montecarlo.interestrate.models.covariance that return RandomVariableFromDoubleArray

Modifier and Type	Method and Description
RandomVariableFromDoubleArray	LIBORCovarianceModelExponentialForm7Param.getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariable[] realizationAtTimeIndex)
RandomVariableFromDoubleArray	LIBORCovarianceModelExponentialForm5Param.getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariable[] realizationAtTimeIndex)
RandomVariableFromDoubleArray	LIBORCovarianceModelBH.getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariable[] realizationAtTimeIndex)