Uses of Class
net.finmath.montecarlo.assetderivativevaluation.models.BlackScholesModel
| Package | Description |
|---|---|
| net.finmath.montecarlo.assetderivativevaluation |
Monte-Carlo models for asset value processes, like the Black Scholes model.
|
| net.finmath.montecarlo.assetderivativevaluation.models |
Equity models implementing
ProcessModel
e.g. by extending AbstractProcessModel. |
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Uses of BlackScholesModel in net.finmath.montecarlo.assetderivativevaluation
Methods in net.finmath.montecarlo.assetderivativevaluation that return BlackScholesModel Modifier and Type Method Description BlackScholesModelMonteCarloBlackScholesModel. getModel()Returns theBlackScholesModelused for this Monte-Carlo simulation. -
Uses of BlackScholesModel in net.finmath.montecarlo.assetderivativevaluation.models
Methods in net.finmath.montecarlo.assetderivativevaluation.models that return BlackScholesModel Modifier and Type Method Description BlackScholesModelBlackScholesModel. getCloneWithModifiedData(Map<String,Object> dataModified)