Deprecated API

Contents

• Deprecated Classes
• Deprecated Methods
• Deprecated Constructors
• Deprecated Enum Constants

Deprecated Classes

Class and Description
net.finmath.time.ScheduleMetaData

Deprecated Methods

Method and Description
net.finmath.marketdata.model.curves.DiscountCurveInterpolation.createDiscountCurveFromZeroRates(String, double[], double[], boolean[], CurveInterpolation.InterpolationMethod, CurveInterpolation.ExtrapolationMethod, CurveInterpolation.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, BusinessdayCalendar, int, int) Will be removed in version 2.3
net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAADFactory.getBarrierDiracWidth()
net.finmath.montecarlo.process.MonteCarloProcess.getBrownianMotion() Please use getStochasticDriver() instead.
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.getCloneWithModifiedSeed(int)
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulationFromModels.getCloneWithModifiedSeed(int)
net.finmath.montecarlo.interestrate.products.Swaption.getExerciseIndicator(LIBORModelMonteCarloSimulationModel)
net.finmath.marketdata2.model.AnalyticModel.setCurve(Curve)
net.finmath.marketdata2.model.AnalyticModelFromCurvesAndVols.setCurve(Curve) This class will become immutable. Use addCurve instead.
net.finmath.marketdata2.model.AnalyticModelFromCurvesAndVols.setCurves(Curve[]) This class will become immutable. Use addCurve instead.
net.finmath.marketdata.calibration.ParameterObject.setParameter(double[])
net.finmath.marketdata.model.curves.DiscountCurveNelsonSiegelSvensson.setParameter(double[])
net.finmath.marketdata2.calibration.ParameterObject.setParameter(RandomVariable[])

Deprecated Constructors

Constructor and Description
net.finmath.montecarlo.interestrate.models.LIBORMarketModelFromCovarianceModel(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, LIBORCovarianceModel, CalibrationProduct[], Map<String, ?>) Use LIBORMarketModelFromCovarianceModel.of() instead.
net.finmath.montecarlo.interestrate.models.LIBORMarketModelFromCovarianceModel(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, RandomVariableFactory, LIBORCovarianceModel, CalibrationProduct[], Map<String, ?>) Use LIBORMarketModelFromCovarianceModel.of() instead.
net.finmath.montecarlo.interestrate.models.LIBORMarketModelFromCovarianceModel(TimeDiscretization, ForwardCurve, DiscountCurve, LIBORCovarianceModel, CalibrationProduct[], Map<String, ?>) Use LIBORMarketModelFromCovarianceModel.of() instead.
net.finmath.montecarlo.RandomVariableFromDoubleArray(double, int, double)
net.finmath.montecarlo.RandomVariableFromFloatArray(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.
net.finmath.marketdata.products.SwapLeg(Optional<LocalDateTime>, Schedule, String, double[], double[], String, boolean)

Deprecated Enum Constants

Enum Constant and Description
net.finmath.modelling.products.Swaption.ValueUnit.INTEGRATEDLOGNORMALVARIANCE Use INTEGRATEDVARIANCELOGNORMAL instead.
net.finmath.modelling.products.Swaption.ValueUnit.INTEGRATEDNORMALVARIANCE Use INTEGRATEDVARIANCENORMAL instead.
net.finmath.modelling.products.Swaption.ValueUnit.INTEGRATEDVARIANCE Use INTEGRATEDVARIANCELOGNORMAL instead
net.finmath.montecarlo.interestrate.products.Caplet.ValueUnit.INTEGRATEDVARIANCE Use INTEGRATEDLOGNORMALVARIANCE
net.finmath.modelling.products.Swaption.ValueUnit.VOLATILITY Use VOLATILITYLOGNORMAL instead
net.finmath.montecarlo.interestrate.products.Caplet.ValueUnit.VOLATILITY Use LOGNORMALVOLATILITY