Module net.finmath.lib

Package net.finmath.montecarlo.templatemethoddesign

package net.finmath.montecarlo.templatemethoddesign

Legacy classes related to Monte-Carlo simulation - used for teaching only.

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.
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation	Legacy classes related to Monte-Carlo simulation - used for teaching only.

Class	Description
LogNormalProcess	This class is an abstract base class to implement an Euler scheme of a multi-dimensional multi-factor log-normal Ito process.
LogNormalProcess.Scheme