Module net.finmath.lib
Interface HybridAssetLIBORModelMonteCarloSimulation
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- All Superinterfaces:
AssetModelMonteCarloSimulationModel,IndependentModelParameterProvider,LIBORModelMonteCarloSimulationModel,Model,MonteCarloSimulationModel,TermStructureMonteCarloSimulationModel
- All Known Implementing Classes:
HybridAssetLIBORModelMonteCarloSimulationFromModels
public interface HybridAssetLIBORModelMonteCarloSimulation extends MonteCarloSimulationModel, LIBORModelMonteCarloSimulationModel, AssetModelMonteCarloSimulationModel
Basic interface which has to be implemented by Monte Carlo models for hybrid processes.- Version:
- 1.0
- Author:
- Christian Fries
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Method Summary
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Methods inherited from interface net.finmath.montecarlo.assetderivativevaluation.AssetModelMonteCarloSimulationModel
getAssetValue, getAssetValue, getCloneWithModifiedData, getCloneWithModifiedSeed, getNumberOfAssets, getNumeraire, getNumeraire
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Methods inherited from interface net.finmath.montecarlo.automaticdifferentiation.IndependentModelParameterProvider
getModelParameters
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Methods inherited from interface net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel
getBrownianMotion, getCloneWithModifiedSeed, getLIBOR, getLiborPeriod, getLiborPeriodDiscretization, getLiborPeriodIndex, getLIBORs, getModel, getNumberOfFactors, getNumberOfLibors
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Methods inherited from interface net.finmath.montecarlo.MonteCarloSimulationModel
getMonteCarloWeights, getMonteCarloWeights, getNumberOfPaths, getRandomVariableForConstant, getReferenceDate, getTime, getTimeDiscretization, getTimeIndex
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Methods inherited from interface net.finmath.montecarlo.interestrate.TermStructureMonteCarloSimulationModel
getLIBOR, getLIBOR, getNumeraire, getNumeraire, getProcess
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