Uses of Interface
net.finmath.montecarlo.hybridassetinterestrate.RiskFactorID
Package
Description
Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
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Uses of RiskFactorID in net.finmath.montecarlo.hybridassetinterestrate
Modifier and TypeMethodDescriptionCrossCurrencyLIBORMarketModelFromModels.getValue
(RiskFactorID riskFactorIdentifyer, double time) HybridAssetMonteCarloSimulation.getValue
(RiskFactorID riskFactorIdentifyer, double time) Return the random variable of a risk factor with a given name at a given observation time index.