Module net.finmath.lib
Package net.finmath.montecarlo.automaticdifferentiation

Interface IndependentModelParameterProvider

All Known Subinterfaces:
HybridAssetLIBORModelMonteCarloSimulation, LIBORMarketModel, LIBORModel, LIBORModelMonteCarloSimulationModel
All Known Implementing Classes:
HullWhiteModel, HullWhiteModelWithConstantCoeff, HullWhiteModelWithDirectSimulation, HullWhiteModelWithShiftExtension, HybridAssetLIBORModelMonteCarloSimulationFromModels, LIBORMarketModelFromCovarianceModel, LIBORMarketModelStandard, LIBORMonteCarloSimulationFromLIBORModel, LIBORMonteCarloSimulationFromTermStructureModel
public interface IndependentModelParameterProvider
Interface implemented by model which can provide their independent model parameters. This is useful for the model independent calculation of derivatives using AAD.
Author:
Christian Fries

  • Method Summary

    Modifier and Type Method Description
    default Map<String,​RandomVariable> getModelParameters()
    Returns a map of independent model parameters of this model.

  • Method Details