Uses of Interface
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation

Packages that use HybridAssetLIBORModelMonteCarloSimulation

Package	Description
net.finmath.montecarlo.hybridassetinterestrate	Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
net.finmath.montecarlo.hybridassetinterestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation.

Uses of HybridAssetLIBORModelMonteCarloSimulation in net.finmath.montecarlo.hybridassetinterestrate

Classes in net.finmath.montecarlo.hybridassetinterestrate that implement HybridAssetLIBORModelMonteCarloSimulation

Modifier and Type	Class	Description
class	HybridAssetLIBORModelMonteCarloSimulationFromModels	An Equity Hybrid LIBOR Market Model composed of an object implementing LIBORModelMonteCarloSimulationModel providing the interest rate simulation and the numeraire and an object implementing AssetModelMonteCarloSimulationModel providing the asset simulation.

Methods in net.finmath.montecarlo.hybridassetinterestrate that return HybridAssetLIBORModelMonteCarloSimulation

Modifier and Type	Method	Description
HybridAssetLIBORModelMonteCarloSimulation	ModelFactory.getHybridAssetLIBORModel(LIBORModelMonteCarloSimulationModel baseModel, BrownianMotion brownianMotion, double[] initialValues, double riskFreeRate, double[][] correlations, double[] maturities, double[] strikes, double[] volatilities, DiscountCurve discountCurve)	Create a simple equity hybrid LIBOR market model with a calibration of the equity processes to a given Black-Scholes implied volatility.

Uses of HybridAssetLIBORModelMonteCarloSimulation in net.finmath.montecarlo.hybridassetinterestrate.products

Methods in net.finmath.montecarlo.hybridassetinterestrate.products with parameters of type HybridAssetLIBORModelMonteCarloSimulation

Modifier and Type	Method	Description
double	WorstOfExpressCertificate.getValue(double evaluationTime, HybridAssetLIBORModelMonteCarloSimulation model)