AbstractProcessModel (finmath lib 5.0.4 API)

java.lang.Object
- net.finmath.montecarlo.model.AbstractProcessModel

All Implemented Interfaces:

ProcessModel

Direct Known Subclasses:

BachelierModel, BlackScholesModel, BlackScholesModelWithCurves, DisplacedLognomalModel, HestonModel, HullWhiteModel, HullWhiteModelWithConstantCoeff, HullWhiteModelWithDirectSimulation, HullWhiteModelWithShiftExtension, InhomogeneousDisplacedLognomalModel, InhomogenousBachelierModel, LIBORMarketModelFromCovarianceModel, LIBORMarketModelStandard, LIBORMarketModelWithTenorRefinement, MertonModel, MonteCarloMultiAssetBlackScholesModel, MultiAssetBlackScholesModel, VarianceGammaModel
```
public abstract class AbstractProcessModel
extends Object
implements ProcessModel
```
This class is an abstract base class to implement a model provided to an MonteCarloProcessFromProcessModel. Manages the delegation to MonteCarloProcess. For details see ProcessModel.

Version:

1.3

Author:

Christian Fries

See Also:

The interface definition contains more details.

Constructor Summary

Constructors
Constructor Description

AbstractProcessModel()

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`RandomVariable[]`	`getInitialValue(MonteCarloProcess process)`	Returns the initial value of the model.
`LocalDateTime`	`getReferenceDate()`	Returns the model's date corresponding to the time discretization's \( t = 0 \).

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface net.finmath.montecarlo.model.ProcessModel
applyStateSpaceTransform, applyStateSpaceTransformInverse, getCloneWithModifiedData, getDrift, getFactorLoading, getInitialState, getNumberOfComponents, getNumberOfFactors, getNumeraire, getRandomVariableForConstant

- Constructor Detail
  - AbstractProcessModel
```
public AbstractProcessModel()
```
- Method Detail
  - getInitialValue
```
public RandomVariable[] getInitialValue(MonteCarloProcess process)
```
    Returns the initial value of the model.
    
    Parameters:
    
    process - The discretization process generating this model. The process provides call backs for TimeDiscretization and allows calls to getProcessValue for timeIndices less or equal the given one.
    
    Returns:
    
    The initial value of the model.
  - getReferenceDate
```
public LocalDateTime getReferenceDate()
```
    Description copied from interface: ProcessModel
    
    Returns the model's date corresponding to the time discretization's \( t = 0 \). Note: Currently not all models provide a reference date. This will change in future versions.
    
    Specified by:
    
    getReferenceDate in interface ProcessModel
    
    Returns:
    
    The model's date corresponding to the time discretization's \( t = 0 \).