Module net.finmath.lib
Interface IndependentModelParameterProvider
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- 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
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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.
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Method Detail
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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.
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