Uses of Package
net.finmath.montecarlo.assetderivativevaluation
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Packages that use net.finmath.montecarlo.assetderivativevaluation Package Description net.finmath.montecarlo.assetderivativevaluation Monte-Carlo models for asset value processes, like the Black Scholes model.net.finmath.montecarlo.assetderivativevaluation.products Products which may be valued using anAssetModelMonteCarloSimulationModel
.net.finmath.montecarlo.hybridassetinterestrate Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation Legacy classes related to Monte-Carlo simulation - used for teaching only. -
Classes in net.finmath.montecarlo.assetderivativevaluation used by net.finmath.montecarlo.assetderivativevaluation Class Description AssetModelMonteCarloSimulationModel Basic interface which has to be implemented by Monte Carlo models for asset processes.MonteCarloAssetModel This class glues together anAbstractProcessModel
and a Monte-Carlo implementation of aMonteCarloProcessFromProcessModel
and implementsAssetModelMonteCarloSimulationModel
.MonteCarloBlackScholesModel This class glues together aBlackScholeModel
and a Monte-Carlo implementation of aMonteCarloProcessFromProcessModel
and forms a Monte-Carlo implementation of the Black-Scholes Model by implementingAssetModelMonteCarloSimulationModel
.MonteCarloMultiAssetBlackScholesModel This class implements a multi-asset Black Schole Model as Monte-Carlo simulation implementingAssetModelMonteCarloSimulationModel
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Classes in net.finmath.montecarlo.assetderivativevaluation used by net.finmath.montecarlo.assetderivativevaluation.products Class Description AssetModelMonteCarloSimulationModel Basic interface which has to be implemented by Monte Carlo models for asset processes. -
Classes in net.finmath.montecarlo.assetderivativevaluation used by net.finmath.montecarlo.hybridassetinterestrate Class Description AssetModelMonteCarloSimulationModel Basic interface which has to be implemented by Monte Carlo models for asset processes. -
Classes in net.finmath.montecarlo.assetderivativevaluation used by net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation Class Description AssetModelMonteCarloSimulationModel Basic interface which has to be implemented by Monte Carlo models for asset processes.