Uses of Package
net.finmath.montecarlo.templatemethoddesign
| Package | Description |
|---|---|
| net.finmath.montecarlo.templatemethoddesign |
Legacy classes related to Monte-Carlo simulation - used for teaching only.
|
| net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation |
Legacy classes related to Monte-Carlo simulation - used for teaching only.
|
-
Classes in net.finmath.montecarlo.templatemethoddesign used by net.finmath.montecarlo.templatemethoddesign Class Description LogNormalProcess.Scheme -
Classes in net.finmath.montecarlo.templatemethoddesign used by net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation Class Description LogNormalProcess This class is an abstract base class to implement an Euler scheme of a multi-dimensional multi-factor log-normal Ito process.