Module net.finmath.lib

Package net.finmath.montecarlo.products

package net.finmath.montecarlo.products

Products which are model independent, but assume a Monte-Carlo simulation.

Author:

Christian Fries

Related Packages

Package	Description
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.

Classes

Class	Description
PortfolioMonteCarloProduct	A portfolio of products, each product being of AbstractMonteCarloProduct type.