Uses of Package
net.finmath.montecarlo.model
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Packages that use net.finmath.montecarlo.model Package Description net.finmath.montecarlo.assetderivativevaluation Monte-Carlo models for asset value processes, like the Black Scholes model.net.finmath.montecarlo.assetderivativevaluation.models Equity models implementingProcessModel
e.g.net.finmath.montecarlo.crosscurrency Provides classes for Cross-Currency models to be implemented via Monte-Carlo algorithms fromnet.finmath.montecarlo.process
.net.finmath.montecarlo.hybridassetinterestrate Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.net.finmath.montecarlo.interestrate Provides classes needed to generate a LIBOR market model (using numerical algorithms fromnet.finmath.montecarlo.process
.net.finmath.montecarlo.interestrate.models Interest rate models implementingProcessModel
e.g.net.finmath.montecarlo.model Provides an interface and a base class for process models, i.e., models providing the parameters for stochastic processes.net.finmath.montecarlo.process Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme. -
Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.assetderivativevaluation Class Description AbstractProcessModel This class is an abstract base class to implement a model provided to an MonteCarloProcessFromProcessModel.ProcessModel The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and
\[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the methodProcessModel.getInitialState(net.finmath.montecarlo.process.MonteCarloProcess)
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Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.assetderivativevaluation.models Class Description AbstractProcessModel This class is an abstract base class to implement a model provided to an MonteCarloProcessFromProcessModel.ProcessModel The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and
\[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the methodProcessModel.getInitialState(net.finmath.montecarlo.process.MonteCarloProcess)
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Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.crosscurrency Class Description ProcessModel The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and
\[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the methodProcessModel.getInitialState(net.finmath.montecarlo.process.MonteCarloProcess)
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Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.hybridassetinterestrate Class Description ProcessModel The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and
\[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the methodProcessModel.getInitialState(net.finmath.montecarlo.process.MonteCarloProcess)
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Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.interestrate Class Description ProcessModel The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and
\[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the methodProcessModel.getInitialState(net.finmath.montecarlo.process.MonteCarloProcess)
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Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.interestrate.models Class Description AbstractProcessModel This class is an abstract base class to implement a model provided to an MonteCarloProcessFromProcessModel.ProcessModel The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and
\[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the methodProcessModel.getInitialState(net.finmath.montecarlo.process.MonteCarloProcess)
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Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.model Class Description ProcessModel The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and
\[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the methodProcessModel.getInitialState(net.finmath.montecarlo.process.MonteCarloProcess)
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Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.process Class Description ProcessModel The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and
\[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the methodProcessModel.getInitialState(net.finmath.montecarlo.process.MonteCarloProcess)
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