Uses of Class
net.finmath.montecarlo.templatemethoddesign.LogNormalProcess

Packages that use LogNormalProcess

Package	Description
net.finmath.montecarlo.interestrate.simple	Simplified version of Monte-Carlo interest rate model - LIBOR Market Model.
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation	Legacy classes related to Monte-Carlo simulation - used for teaching only.

Uses of LogNormalProcess in net.finmath.montecarlo.interestrate.simple

Subclasses of LogNormalProcess in net.finmath.montecarlo.interestrate.simple

Modifier and Type	Class	Description
class	AbstractLIBORMarketModel	This class represents an abstract base class for a LIBOR Market Model.
class	SimpleLIBORMarketModel	Implements a basic LIBOR market model with a some drift approximation methods.
class	SimpleLIBORMarketModelWithWMC	Implements a proxy scheme WMC extension of a libor market model.

Uses of LogNormalProcess in net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Subclasses of LogNormalProcess in net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Modifier and Type	Class	Description
class	MonteCarloBlackScholesModel2	Monte Carlo simulation of a simple Black-Scholes model for a stock generated discrete process