Uses of Class net.finmath.montecarlo.assetderivativevaluation.models.HestonModel.Scheme (finmath lib 6.0.14 API)

Packages that use HestonModel.Scheme
Package	Description
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.montecarlo.assetderivativevaluation.models	Equity models implementing `ProcessModel` e.g.

Uses of HestonModel.Scheme in net.finmath.modelling.modelfactory

Constructors in net.finmath.modelling.modelfactory with parameters of type HestonModel.Scheme
Constructor	Description
`AssetModelMonteCarloFactory(RandomVariableFactory randomVariableFactory, IndependentIncrements stochasticDriver, HestonModel.Scheme scheme)`	Create the factory.
`HestonModelMonteCarloFactory(HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory, IndependentIncrements brownianMotion)`

Uses of HestonModel.Scheme in net.finmath.montecarlo.assetderivativevaluation.models

Methods in net.finmath.montecarlo.assetderivativevaluation.models that return HestonModel.Scheme
Modifier and Type	Method	Description
`HestonModel.Scheme`	HestonModel.`getScheme()`
`static HestonModel.Scheme`	HestonModel.Scheme.`valueOf(String name)`	Returns the enum constant of this type with the specified name.
`static HestonModel.Scheme[]`	HestonModel.Scheme.`values()`	Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.montecarlo.assetderivativevaluation.models with parameters of type HestonModel.Scheme
Constructor	Description
`HestonModel(double initialValue, double riskFreeRate, double volatility, double discountRate, double theta, double kappa, double xi, double rho, HestonModel.Scheme scheme)`	Create a Heston model.
`HestonModel(double initialValue, double riskFreeRate, double volatility, double discountRate, double theta, double kappa, double xi, double rho, HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory)`	Create a Heston model.
`HestonModel(double initialValue, double riskFreeRate, double volatility, double theta, double kappa, double xi, double rho, HestonModel.Scheme scheme)`	Create a Heston model.
`HestonModel(HestonModelDescriptor descriptor, HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory)`	Create the model from a descriptor.
`HestonModel(RandomVariable initialValue, DiscountCurve discountCurveForForwardRate, RandomVariable volatility, DiscountCurve discountCurveForDiscountRate, RandomVariable theta, RandomVariable kappa, RandomVariable xi, RandomVariable rho, HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory)`	Create a Heston model.
`HestonModel(RandomVariable initialValue, RandomVariable riskFreeRate, RandomVariable volatility, RandomVariable discountRate, RandomVariable theta, RandomVariable kappa, RandomVariable xi, RandomVariable rho, HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory)`	Create a Heston model.