Uses of Package
net.finmath.montecarlo.hybridassetinterestrate
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Packages that use net.finmath.montecarlo.hybridassetinterestrate Package Description net.finmath.montecarlo.hybridassetinterestrate Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.net.finmath.montecarlo.hybridassetinterestrate.products Provides classes which implement financial products which may be valued using anet.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation
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Classes in net.finmath.montecarlo.hybridassetinterestrate used by net.finmath.montecarlo.hybridassetinterestrate Class Description HybridAssetLIBORModelMonteCarloSimulation Basic interface which has to be implemented by Monte Carlo models for hybrid processes.HybridAssetLIBORModelMonteCarloSimulationFromModels An Equity Hybrid LIBOR Market Model composed of an object implementingLIBORModelMonteCarloSimulationModel
providing the interest rate simulation and the numeraire and an object implementingAssetModelMonteCarloSimulationModel
providing the asset simulation.HybridAssetMonteCarloSimulation Basic interface which has to be implemented by Monte Carlo models for hybrid processes.ModelFactory Helper factory to create a simple equity hybrid LIBOR market model.RiskFactorID -
Classes in net.finmath.montecarlo.hybridassetinterestrate used by net.finmath.montecarlo.hybridassetinterestrate.products Class Description HybridAssetLIBORModelMonteCarloSimulation Basic interface which has to be implemented by Monte Carlo models for hybrid processes.HybridAssetMonteCarloSimulation Basic interface which has to be implemented by Monte Carlo models for hybrid processes.