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Classes Class Description net.finmath.montecarlo.BrownianMotionLazyInit Refactor rename. Please use BrownianMotionFromMersenneRandomNumbers instead.net.finmath.time.ScheduleMetaData
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Constructors Constructor Description net.finmath.marketdata.products.SwapLeg(Optional<LocalDateTime>, Schedule, String, double[], double[], String, boolean) net.finmath.montecarlo.interestrate.LIBORMonteCarloSimulationFromLIBORModel(LIBORModel, MonteCarloProcess) net.finmath.montecarlo.interestrate.models.LIBORMarketModelFromCovarianceModel(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, LIBORCovarianceModel, CalibrationProduct[], Map<String, ?>) Use LIBORMarketModelFromCovarianceModel.of() instead.net.finmath.montecarlo.interestrate.products.SimpleSwap(double[], double[], double[]) net.finmath.montecarlo.interestrate.products.Swap(double[], double[], double[]) This constructor is deprecated. If you like to create a payer swap from fixingDates, paymentDates and swaprates useSimpleSwap
.net.finmath.montecarlo.RandomVariableFromDoubleArray(double, int, double) net.finmath.montecarlo.RandomVariableFromFloatArray(double, int, double)
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Enum Constants Enum Constant Description net.finmath.modelling.products.Swaption.ValueUnit.INTEGRATEDLOGNORMALVARIANCE Use INTEGRATEDVARIANCELOGNORMAL instead.net.finmath.modelling.products.Swaption.ValueUnit.INTEGRATEDNORMALVARIANCE Use INTEGRATEDVARIANCENORMAL instead.net.finmath.modelling.products.Swaption.ValueUnit.INTEGRATEDVARIANCE Use INTEGRATEDVARIANCELOGNORMAL insteadnet.finmath.modelling.products.Swaption.ValueUnit.VOLATILITY Use VOLATILITYLOGNORMAL insteadnet.finmath.montecarlo.interestrate.products.Caplet.ValueUnit.INTEGRATEDVARIANCE Use INTEGRATEDLOGNORMALVARIANCEnet.finmath.montecarlo.interestrate.products.Caplet.ValueUnit.VOLATILITY Use LOGNORMALVOLATILITY