Uses of Class
net.finmath.montecarlo.RandomVariableFromDoubleArray

Packages that use RandomVariableFromDoubleArray

Package	Description
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.
net.finmath.montecarlo.interestrate.models.covariance	Contains covariance models and their calibration as plug-ins for the LIBOR market model and volatility and correlation models which may be used to build a covariance model.
net.finmath.montecarlo.process.component.barrier	Components providing the barrier in the Monte-Carlo simulation with barrier.

Uses of RandomVariableFromDoubleArray in net.finmath.montecarlo

Methods in net.finmath.montecarlo that return RandomVariableFromDoubleArray

Modifier and Type	Method	Description
RandomVariableFromDoubleArray	RandomVariableFromDoubleArray.exp()
RandomVariableFromDoubleArray	RandomVariableFromDoubleArray.expm1()
RandomVariableFromDoubleArray	RandomVariableLazyEvaluation.getRandomVariable()
RandomVariableFromDoubleArray	RandomVariableFromDoubleArray.log()

Uses of RandomVariableFromDoubleArray in net.finmath.montecarlo.assetderivativevaluation.products

Methods in net.finmath.montecarlo.assetderivativevaluation.products that return RandomVariableFromDoubleArray

Modifier and Type	Method	Description
RandomVariableFromDoubleArray[]	EuropeanOptionWithBoundary.ConstantBarrier.getBarrierDirection(int timeIndex, RandomVariable[] realizationPredictor)
RandomVariableFromDoubleArray	EuropeanOptionWithBoundary.ConstantBarrier.getBarrierLevel(int timeIndex, RandomVariable[] realizationPredictor)

Uses of RandomVariableFromDoubleArray in net.finmath.montecarlo.interestrate.models.covariance

Methods in net.finmath.montecarlo.interestrate.models.covariance that return RandomVariableFromDoubleArray

Modifier and Type	Method	Description
RandomVariableFromDoubleArray	LIBORCovarianceModelBH.getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariable[] realizationAtTimeIndex)
RandomVariableFromDoubleArray	LIBORCovarianceModelExponentialForm5Param.getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariable[] realizationAtTimeIndex)
RandomVariableFromDoubleArray	LIBORCovarianceModelExponentialForm7Param.getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariable[] realizationAtTimeIndex)

Uses of RandomVariableFromDoubleArray in net.finmath.montecarlo.process.component.barrier

Methods in net.finmath.montecarlo.process.component.barrier that return RandomVariableFromDoubleArray

Modifier and Type	Method	Description
RandomVariableFromDoubleArray[]	Barrier.getBarrierDirection(int timeIndex, RandomVariable[] randomVariable)	The barrier direction, i.e. a (stochastic) projection vector for the components)