Class HybridAssetLIBORModelMonteCarloSimulationFromModels

java.lang.Object
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulationFromModels
All Implemented Interfaces:
Model, AssetModelMonteCarloSimulationModel, IndependentModelParameterProvider, HybridAssetLIBORModelMonteCarloSimulation, LIBORModelMonteCarloSimulationModel, TermStructureMonteCarloSimulationModel, MonteCarloSimulationModel

public class HybridAssetLIBORModelMonteCarloSimulationFromModels extends Object implements HybridAssetLIBORModelMonteCarloSimulation
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. The interest rate model needs to be in spot measure.
Version:
1.0
Author:
Christian Fries