Uses of Package
net.finmath.montecarlo.assetderivativevaluation.models

Packages that use net.finmath.montecarlo.assetderivativevaluation.models

Package	Description
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.montecarlo.assetderivativevaluation	Monte-Carlo models for asset value processes, like the Black Scholes model.
net.finmath.montecarlo.assetderivativevaluation.models	Equity models implementing ProcessModel e.g.

Classes in net.finmath.montecarlo.assetderivativevaluation.models used by net.finmath.modelling.modelfactory

Class	Description
HestonModel.Scheme	Truncation schemes to be used in the calculation of drift and diffusion coefficients.

Classes in net.finmath.montecarlo.assetderivativevaluation.models used by net.finmath.montecarlo.assetderivativevaluation

Class	Description
BlackScholesModel	This class implements a Black Scholes Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.

Classes in net.finmath.montecarlo.assetderivativevaluation.models used by net.finmath.montecarlo.assetderivativevaluation.models

Class	Description
BachelierModel	This class implements a (variant of the) Bachelier model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
BlackScholesModel	This class implements a Black Scholes Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
BlackScholesModelWithCurves	This class implements a Black Scholes Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
DisplacedLognomalModel	This class implements a displaced lognormal model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
HestonModel	This class implements a Heston Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
HestonModel.Scheme	Truncation schemes to be used in the calculation of drift and diffusion coefficients.
InhomogeneousDisplacedLognomalModel	This class implements an inhomogeneous displaced log-normal model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
InhomogenousBachelierModel	This class implements a (variant of the) Bachelier model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
MultiAssetBlackScholesModel	This class implements a multi-asset Black Scholes model providing an AbstractProcessModel.