Uses of Interface
net.finmath.montecarlo.model.ProcessModel

Packages that use ProcessModel
Package
Description
Monte-Carlo models for asset value processes, like the Black Scholes model.
Equity models implementing ProcessModel e.g.
Provides classes for Cross-Currency models to be implemented via Monte-Carlo algorithms from net.finmath.montecarlo.process.
Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
Provides interfaces and classes needed to generate interest rate models model (using numerical algorithms from net.finmath.montecarlo.process.
Interest rate models implementing ProcessModel e.g.
Provides an interface and a base class for process models, i.e., models providing the parameters for stochastic processes.
Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.