Uses of Class
net.finmath.montecarlo.RandomVariableFromDoubleArray
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Packages that use RandomVariableFromDoubleArray Package Description net.finmath.montecarlo Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.net.finmath.montecarlo.assetderivativevaluation.products Products which may be valued using anAssetModelMonteCarloSimulationModel
.net.finmath.montecarlo.interestrate.models.covariance Contains covariance models and their calibration as plug-ins for the LIBOR market model and volatility and correlation models which may be used to build a covariance model.net.finmath.montecarlo.process.component.barrier Components providing the barrier in the Monte-Carlo simulation with barrier. -
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Uses of RandomVariableFromDoubleArray in net.finmath.montecarlo
Methods in net.finmath.montecarlo that return RandomVariableFromDoubleArray Modifier and Type Method Description RandomVariableFromDoubleArray
RandomVariableFromDoubleArray. exp()
RandomVariableFromDoubleArray
RandomVariableFromDoubleArray. expm1()
RandomVariableFromDoubleArray
RandomVariableLazyEvaluation. getRandomVariable()
RandomVariableFromDoubleArray
RandomVariableFromDoubleArray. log()
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Uses of RandomVariableFromDoubleArray in net.finmath.montecarlo.assetderivativevaluation.products
Methods in net.finmath.montecarlo.assetderivativevaluation.products that return RandomVariableFromDoubleArray Modifier and Type Method Description RandomVariableFromDoubleArray[]
EuropeanOptionWithBoundary.ConstantBarrier. getBarrierDirection(int timeIndex, RandomVariable[] realizationPredictor)
RandomVariableFromDoubleArray
EuropeanOptionWithBoundary.ConstantBarrier. getBarrierLevel(int timeIndex, RandomVariable[] realizationPredictor)
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Uses of RandomVariableFromDoubleArray in net.finmath.montecarlo.interestrate.models.covariance
Methods in net.finmath.montecarlo.interestrate.models.covariance that return RandomVariableFromDoubleArray Modifier and Type Method Description RandomVariableFromDoubleArray
LIBORCovarianceModelBH. getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariable[] realizationAtTimeIndex)
RandomVariableFromDoubleArray
LIBORCovarianceModelExponentialForm5Param. getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariable[] realizationAtTimeIndex)
RandomVariableFromDoubleArray
LIBORCovarianceModelExponentialForm7Param. getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariable[] realizationAtTimeIndex)
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Uses of RandomVariableFromDoubleArray in net.finmath.montecarlo.process.component.barrier
Methods in net.finmath.montecarlo.process.component.barrier that return RandomVariableFromDoubleArray Modifier and Type Method Description RandomVariableFromDoubleArray[]
Barrier. getBarrierDirection(int timeIndex, RandomVariable[] randomVariable)
The barrier direction, i.e.
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