Uses of Package
net.finmath.stochastic

Packages that use net.finmath.stochastic Package Description net.finmath.functions Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.net.finmath.marketdata2.calibration Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.net.finmath.marketdata2.interpolation Basic methodologies to interpolate of curves and surfaces are provided here.net.finmath.marketdata2.model Provides interface specification and implementation of a model, which is essentially a collection of curves.net.finmath.marketdata2.model.curves Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.net.finmath.marketdata2.products Provides interface specification and implementation of products, e.g., calibration products.net.finmath.modelling.productfactory Provides classes to build products from descriptors.net.finmath.montecarlo Provides basic interfaces and classes used in MonteCarlo models (like LIBOR market model or MonteCarlo simulation of a BlackScholes model), e.g., the MonteCarlo random variable and the Brownian motion.net.finmath.montecarlo.assetderivativevaluation MonteCarlo models for asset value processes, like the Black Scholes model.net.finmath.montecarlo.assetderivativevaluation.models Equity models implementingProcessModel
e.g.net.finmath.montecarlo.assetderivativevaluation.products Products which may be valued using anAssetModelMonteCarloSimulationModel
.net.finmath.montecarlo.automaticdifferentiation Provides classes adding automatic differentiation capabilities to objects relying on RandomVariable objects.net.finmath.montecarlo.automaticdifferentiation.backward Provides the implementation of backward automatic differentiation.net.finmath.montecarlo.automaticdifferentiation.forward Provides the implementation of forward automatic differentiation.net.finmath.montecarlo.conditionalexpectation Algorithms to perform the calculation of conditional expectations in MonteCarlo simulations, also known as "American MonteCarlo".net.finmath.montecarlo.crosscurrency Provides classes for CrossCurrency models to be implemented via MonteCarlo algorithms fromnet.finmath.montecarlo.process
.net.finmath.montecarlo.hybridassetinterestrate Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.net.finmath.montecarlo.hybridassetinterestrate.products Provides classes which implement financial products which may be valued using anet.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation
.net.finmath.montecarlo.interestrate Provides classes needed to generate a LIBOR market model (using numerical algorithms fromnet.finmath.montecarlo.process
.net.finmath.montecarlo.interestrate.models Interest rate models implementingProcessModel
e.g.net.finmath.montecarlo.interestrate.models.covariance Contains covariance models and their calibration as plugins for the LIBOR market model and volatility and correlation models which may be used to build a covariance model.net.finmath.montecarlo.interestrate.products Provides classes which implement financial products which may be valued using anet.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel
.net.finmath.montecarlo.interestrate.products.components Provides a set product components which allow to build financial products by composition.net.finmath.montecarlo.interestrate.products.indices Provides a set of indices which can be used as part of a period.net.finmath.montecarlo.model Provides an interface and a base class for process models, i.e., models providing the parameters for stochastic processes.net.finmath.montecarlo.process Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.net.finmath.montecarlo.process.component.barrier Components providing the barrier in the MonteCarlo simulation with barrier.net.finmath.montecarlo.process.component.factortransform Components providing the factor drift in the simulation of a proxy simulation scheme.net.finmath.montecarlo.products Products which are model independent, but assume a MonteCarlo simulation.net.finmath.montecarlo.templatemethoddesign Legacy classes related to MonteCarlo simulation  used for teaching only.net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation Legacy classes related to MonteCarlo simulation  used for teaching only.net.finmath.optimizer This package provides classes with numerical algorithm for optimization of an objective function and a factory to easy construction of the optimizers.net.finmath.stochastic Interfaces specifying operations on random variables. 
Classes in net.finmath.stochastic used by net.finmath.functions Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.marketdata2.calibration Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.marketdata2.interpolation Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.marketdata2.model Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.marketdata2.model.curves Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.marketdata2.products Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.modelling.productfactory Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo Class Description ConditionalExpectationEstimator The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( ·  Z ) for a fixed Z.RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.assetderivativevaluation Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.assetderivativevaluation.models Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.assetderivativevaluation.products Class Description RandomVariable This interface describes the methods implemented by an immutable random variable.RandomVariableAccumulator The interface implemented by a mutable random variable accumulator. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.automaticdifferentiation Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.automaticdifferentiation.backward Class Description ConditionalExpectationEstimator The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( ·  Z ) for a fixed Z.RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.automaticdifferentiation.forward Class Description ConditionalExpectationEstimator The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( ·  Z ) for a fixed Z.RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.conditionalexpectation Class Description ConditionalExpectationEstimator The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( ·  Z ) for a fixed Z.RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.crosscurrency Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.hybridassetinterestrate Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.hybridassetinterestrate.products Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate.models Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate.models.covariance Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate.products Class Description ConditionalExpectationEstimator The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( ·  Z ) for a fixed Z.RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate.products.components Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.interestrate.products.indices Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.model Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.process Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.process.component.barrier Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.process.component.factortransform Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.products Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.templatemethoddesign Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.optimizer Class Description RandomVariable This interface describes the methods implemented by an immutable random variable. 
Classes in net.finmath.stochastic used by net.finmath.stochastic Class Description ConditionalExpectationEstimator The interface which has to be implemented by a fixed conditional expectation operator, i.e., E( ·  Z ) for a fixed Z.RandomOperator RandomVariable This interface describes the methods implemented by an immutable random variable.RandomVariableArray An array ofRandomVariable
objects, implementing theRandomVariable
interface.Scalar A scalar value implementing the RandomVariable.