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.
|
Modifier and Type | Method and Description |
---|---|
RandomVariableFromFloatArray |
RandomVariableFromFloatArray.exp() |
RandomVariableFromFloatArray |
RandomVariableFromFloatArray.log() |
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