Deprecated API

Contents

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

Deprecated Classes

Class and Description
net.finmath.montecarlo.BrownianMotionLazyInit Refactor rename. Please use BrownianMotionFromMersenneRandomNumbers instead.
net.finmath.time.ScheduleMetaData

Deprecated Methods

Method and Description
net.finmath.montecarlo.model.ProcessModel.applyStateSpaceTransform(int, RandomVariable) Will be removed. Please use applyStateSpaceTransform(int, RandomVariable).
net.finmath.montecarlo.model.ProcessModel.applyStateSpaceTransformInverse(int, RandomVariable)
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.model.ProcessModel.getDrift(int, RandomVariable[], RandomVariable[]) Will be removed. Please use getDrift(process, ...).
net.finmath.montecarlo.interestrate.products.Swaption.getExerciseIndicator(LIBORModelMonteCarloSimulationModel)
net.finmath.montecarlo.model.ProcessModel.getFactorLoading(int, int, RandomVariable[]) Will be removed. Please use getFactorLoading(process, ...).
net.finmath.montecarlo.model.ProcessModel.getInitialState()
net.finmath.montecarlo.model.AbstractProcessModel.getMonteCarloWeights(int)
net.finmath.montecarlo.model.ProcessModel.getNumeraire(double) Will be removed. Please use getNumeraire(process).get(time).
net.finmath.montecarlo.model.ProcessModel.getProcess() Models will no longer hold references to processes.
net.finmath.montecarlo.model.AbstractProcessModel.getProcess()
net.finmath.montecarlo.model.AbstractProcessModel.getProcessValue(int, int)
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.montecarlo.process.MonteCarloProcess.setModel(ProcessModel) Model should be passed upon construction.
net.finmath.montecarlo.process.MonteCarloProcessFromProcessModel.setModel(ProcessModel)
net.finmath.marketdata.calibration.ParameterObject.setParameter(double[])
net.finmath.marketdata.model.curves.DiscountCurveNelsonSiegelSvensson.setParameter(double[])
net.finmath.marketdata2.calibration.ParameterObject.setParameter(RandomVariable[])
net.finmath.montecarlo.model.ProcessModel.setProcess(MonteCarloProcess) Models will no longer hold references to processes.
net.finmath.montecarlo.model.AbstractProcessModel.setProcess(MonteCarloProcess)

Deprecated Constructors

Constructor and Description
net.finmath.montecarlo.process.EulerSchemeFromProcessModel(IndependentIncrements) Will be removed. Instead use EulerSchemeFromProcessModel(ProcessModel, IndependentIncrements).
net.finmath.montecarlo.process.EulerSchemeFromProcessModel(IndependentIncrements, EulerSchemeFromProcessModel.Scheme) Will be removed. Instead use EulerSchemeFromProcessModel(ProcessModel, IndependentIncrements, Scheme).
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.interestrate.LIBORMonteCarloSimulationFromLIBORModel(LIBORModel)
net.finmath.montecarlo.assetderivativevaluation.MonteCarloBlackScholesModel(double, double, double, MonteCarloProcessFromProcessModel) Either use MonteCarloBlackScholesModel(TimeDiscretization, int, double, double, double) or use MonteCarloAssetModel
net.finmath.montecarlo.process.MonteCarloProcessFromProcessModel(TimeDiscretization) Will be removed in version 5.0. Please use MonteCarloProcessFromProcessModel(TimeDiscretization, ProcessModel)
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