Module net.finmath.lib
Interface IndependentModelParameterProvider
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- All Known Subinterfaces:
HybridAssetLIBORModelMonteCarloSimulation
,LIBORMarketModel
,LIBORModel
,LIBORModelMonteCarloSimulationModel
- All Known Implementing Classes:
HullWhiteModel
,HullWhiteModelWithConstantCoeff
,HullWhiteModelWithDirectSimulation
,HullWhiteModelWithShiftExtension
,HybridAssetLIBORModelMonteCarloSimulationFromModels
,LIBORMarketModelFromCovarianceModel
,LIBORMarketModelStandard
,LIBORMonteCarloSimulationFromLIBORModel
,LIBORMonteCarloSimulationFromTermStructureModel
public interface IndependentModelParameterProvider
Interface implemented by model which can provide their independent model parameters. This is useful for the model independent calculation of derivatives using AAD.- Author:
- Christian Fries
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Method Summary
All Methods Instance Methods Default Methods Modifier and Type Method Description default Map<String,RandomVariable>
getModelParameters()
Returns a map of independent model parameters of this model.
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Method Detail
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getModelParameters
default Map<String,RandomVariable> getModelParameters()
Returns a map of independent model parameters of this model.- Returns:
- Map of independent model parameters of this model.
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