Uses of Interface
net.finmath.stochastic.RandomVariableAccumulator
Package | Description |
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net.finmath.montecarlo.assetderivativevaluation.products |
Products which may be valued using an
AssetModelMonteCarloSimulationModel . |
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Uses of RandomVariableAccumulator in net.finmath.montecarlo.assetderivativevaluation.products
Methods in net.finmath.montecarlo.assetderivativevaluation.products that return RandomVariableAccumulator Modifier and Type Method Description RandomVariableAccumulator
EuropeanOptionGammaLikelihood. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
RandomVariableAccumulator
EuropeanOptionGammaPathwise. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
RandomVariableAccumulator
EuropeanOptionRhoLikelihood. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
RandomVariableAccumulator
EuropeanOptionRhoPathwise. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
RandomVariableAccumulator
EuropeanOptionVegaLikelihood. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)