IndependentModelParameterProvider (finmath lib 6.0.14 API)

All Known Subinterfaces:

HybridAssetLIBORModelMonteCarloSimulation, LIBORMarketModel, LIBORModel, LIBORModelMonteCarloSimulationModel, TermStructureMonteCarloSimulationModel

All Known Implementing Classes:

HullWhiteModel, HullWhiteModelWithConstantCoeff, HullWhiteModelWithDirectSimulation, HullWhiteModelWithShiftExtension, HybridAssetLIBORModelMonteCarloSimulationFromModels, LIBORMarketModelFromCovarianceModel, LIBORMarketModelStandard, LIBORMonteCarloSimulationFromLIBORModel, LIBORMonteCarloSimulationFromTermStructureModel, TermStructureMonteCarloSimulationFromTermStructureModel
```
public interface IndependentModelParameterProvider
```
Interface implemented by model which can provide their independent model parameters. This is useful for the model independent calculation of derivatives using AAD.

Author:

Christian Fries

Method Summary

All Methods Instance Methods Default Methods
Modifier and Type	Method	Description
`default Map<String,RandomVariable>`	`getModelParameters()`	Returns a map of independent model parameters of this model.

- Method Detail
  - getModelParameters
```
default Map<String,RandomVariable> getModelParameters()
```
    Returns a map of independent model parameters of this model.
    
    Returns:
    
    Map of independent model parameters of this model.