Uses of Class
net.finmath.montecarlo.assetderivativevaluation.models.HestonModel.Scheme

Packages that use HestonModel.Scheme

Package	Description
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.montecarlo.assetderivativevaluation.models	Equity models implementing ProcessModel e.g. by extending AbstractProcessModel.

Uses of HestonModel.Scheme in net.finmath.modelling.modelfactory

Constructors in net.finmath.modelling.modelfactory with parameters of type HestonModel.Scheme

Constructor	Description
AssetModelMonteCarloFactory(RandomVariableFactory randomVariableFactory, IndependentIncrements stochasticDriver, HestonModel.Scheme scheme)	Create the factory.
HestonModelMonteCarloFactory(HestonModel.Scheme scheme, RandomVariableFactory abstractRandomVariableFactory, IndependentIncrements brownianMotion)

Uses of HestonModel.Scheme in net.finmath.montecarlo.assetderivativevaluation.models

Methods in net.finmath.montecarlo.assetderivativevaluation.models that return HestonModel.Scheme

Modifier and Type	Method	Description
HestonModel.Scheme	HestonModel.getScheme()
static HestonModel.Scheme	HestonModel.Scheme.valueOf(String name)	Returns the enum constant of this type with the specified name.
static HestonModel.Scheme[]	HestonModel.Scheme.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.montecarlo.assetderivativevaluation.models with parameters of type HestonModel.Scheme

Constructor	Description
HestonModel(double initialValue, double riskFreeRate, double volatility, double discountRate, double theta, double kappa, double xi, double rho, HestonModel.Scheme scheme)	Create a Heston model.
HestonModel(double initialValue, double riskFreeRate, double volatility, double discountRate, double theta, double kappa, double xi, double rho, HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory)	Create a Heston model.
HestonModel(double initialValue, double riskFreeRate, double volatility, double theta, double kappa, double xi, double rho, HestonModel.Scheme scheme)	Create a Heston model.
HestonModel(HestonModelDescriptor descriptor, HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory)	Create the model from a descriptor.
HestonModel(RandomVariable initialValue, DiscountCurve discountCurveForForwardRate, RandomVariable volatility, DiscountCurve discountCurveForDiscountRate, RandomVariable theta, RandomVariable kappa, RandomVariable xi, RandomVariable rho, HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory)	Create a Heston model.
HestonModel(RandomVariable initialValue, RandomVariable riskFreeRate, RandomVariable volatility, RandomVariable discountRate, RandomVariable theta, RandomVariable kappa, RandomVariable xi, RandomVariable rho, HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory)	Create a Heston model.