Uses of Interface
net.finmath.stochastic.RandomVariableAccumulator
| Package | Description |
|---|---|
| net.finmath.montecarlo.assetderivativevaluation.products |
Products which may be valued using an
AssetModelMonteCarloSimulationModel. |
-
Uses of RandomVariableAccumulator in net.finmath.montecarlo.assetderivativevaluation.products
Methods in net.finmath.montecarlo.assetderivativevaluation.products that return RandomVariableAccumulator Modifier and Type Method Description RandomVariableAccumulatorEuropeanOptionGammaLikelihood. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)RandomVariableAccumulatorEuropeanOptionGammaPathwise. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)RandomVariableAccumulatorEuropeanOptionRhoLikelihood. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)RandomVariableAccumulatorEuropeanOptionRhoPathwise. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)RandomVariableAccumulatorEuropeanOptionVegaLikelihood. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)