Module net.finmath.lib

Package net.finmath.montecarlo.hybridassetinterestrate

Interface HybridAssetLIBORModelMonteCarloSimulation

All Superinterfaces:

AssetModelMonteCarloSimulationModel, IndependentModelParameterProvider, LIBORModelMonteCarloSimulationModel, Model, MonteCarloSimulationModel, TermStructureMonteCarloSimulationModel

All Known Implementing Classes:

HybridAssetLIBORModelMonteCarloSimulationFromModels

public interface HybridAssetLIBORModelMonteCarloSimulation
extends MonteCarloSimulationModel, LIBORModelMonteCarloSimulationModel, AssetModelMonteCarloSimulationModel

Basic interface which has to be implemented by Monte Carlo models for hybrid processes.

Version:

1.0

Author:

Christian Fries

Method Summary

Methods inherited from interface net.finmath.montecarlo.assetderivativevaluation.AssetModelMonteCarloSimulationModel

getAssetValue, getAssetValue, getCloneWithModifiedData, getCloneWithModifiedSeed, getNumberOfAssets, getNumeraire, getNumeraire

Methods inherited from interface net.finmath.montecarlo.automaticdifferentiation.IndependentModelParameterProvider

getModelParameters

Methods inherited from interface net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel

getLIBOR, getLiborPeriod, getLiborPeriodDiscretization, getLiborPeriodIndex, getLIBORs, getNumberOfLibors

Methods inherited from interface net.finmath.montecarlo.MonteCarloSimulationModel

getMonteCarloWeights, getMonteCarloWeights, getNumberOfPaths, getRandomVariableForConstant, getReferenceDate, getTime, getTimeDiscretization, getTimeIndex

Methods inherited from interface net.finmath.montecarlo.interestrate.TermStructureMonteCarloSimulationModel

getBrownianMotion, getCloneWithModifiedSeed, getForwardRate, getForwardRate, getLIBOR, getLIBOR, getModel, getNumberOfFactors, getNumeraire, getNumeraire, getProcess