Uses of Interface
net.finmath.stochastic.RandomVariableAccumulator
-
Packages that use RandomVariableAccumulator Package Description net.finmath.montecarlo.assetderivativevaluation.products Products which may be valued using anAssetModelMonteCarloSimulationModel
. -
-
Uses of RandomVariableAccumulator in net.finmath.montecarlo.assetderivativevaluation.products
Methods in net.finmath.montecarlo.assetderivativevaluation.products that return RandomVariableAccumulator Modifier and Type Method Description RandomVariableAccumulator
EuropeanOptionGammaLikelihood. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
RandomVariableAccumulator
EuropeanOptionGammaPathwise. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
RandomVariableAccumulator
EuropeanOptionRhoLikelihood. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
RandomVariableAccumulator
EuropeanOptionRhoPathwise. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
RandomVariableAccumulator
EuropeanOptionVegaLikelihood. getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
-