Class LIBORMonteCarloSimulationFromTermStructureModel

java.lang.Object
net.finmath.montecarlo.interestrate.LIBORMonteCarloSimulationFromTermStructureModel
All Implemented Interfaces:
Model, IndependentModelParameterProvider, LIBORModelMonteCarloSimulationModel, TermStructureMonteCarloSimulationModel, MonteCarloSimulationModel

public class LIBORMonteCarloSimulationFromTermStructureModel extends Object implements LIBORModelMonteCarloSimulationModel
Implements convenient methods for a LIBOR market model, based on a given LIBORMarketModelFromCovarianceModel model and AbstractLogNormalProcess process.
Version:
0.9
Author:
Christian Fries