Module net.finmath.lib
Package net.finmath.montecarlo.assetderivativevaluation.products

Interface AssetMonteCarloProduct

All Known Implementing Classes:
AbstractAssetMonteCarloProduct, AsianOption, BasketOption, BermudanDigitalOption, BermudanOption, BlackScholesDeltaHedgedPortfolio, BlackScholesHedgedPortfolio, DeltaHedgedPortfolioWithAAD, DigitalOption, DigitalOptionDeltaLikelihood, EuropeanOption, EuropeanOptionDeltaLikelihood, EuropeanOptionDeltaPathwise, EuropeanOptionDeltaPathwiseForGeometricModel, EuropeanOptionGammaLikelihood, EuropeanOptionGammaPathwise, EuropeanOptionRhoLikelihood, EuropeanOptionRhoPathwise, EuropeanOptionThetaPathwise, EuropeanOptionVegaLikelihood, EuropeanOptionVegaPathwise, EuropeanOptionWithBoundary, FiniteDifferenceDeltaHedgedPortfolio, FiniteDifferenceHedgedPortfolio, ForwardAgreement, ForwardAgreementWithFundingRequirement, LocalRiskMinimizingHedgePortfolio, SingleAssetMonteCarloProductFactory.DigitalOptionMonteCarlo, SingleAssetMonteCarloProductFactory.EuropeanOptionMonteCarlo
public interface AssetMonteCarloProduct
Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.
Version:
1.0
Author:
Christian Fries