Deprecated API

Contents

• Classes
• Methods
• Constructors
• Enum Constants

Classes

Class	Description
net.finmath.montecarlo.BrownianMotionLazyInit	Refactor rename. Please use BrownianMotionFromMersenneRandomNumbers instead.
net.finmath.time.ScheduleMetaData

Methods

Method	Description
net.finmath.marketdata.calibration.ParameterObject.setParameter(double[])
net.finmath.marketdata.model.curves.DiscountCurveInterpolation.createDiscountCurveFromZeroRates(String, double[], double[], boolean[], CurveInterpolation.InterpolationMethod, CurveInterpolation.ExtrapolationMethod, CurveInterpolation.InterpolationEntity)	Initializing a curve without reference date is deprecated.
net.finmath.marketdata.model.curves.DiscountCurveNelsonSiegelSvensson.setParameter(double[])
net.finmath.marketdata2.calibration.ParameterObject.setParameter(RandomVariable[])
net.finmath.marketdata2.model.AnalyticModel.setCurve(Curve)
net.finmath.marketdata2.model.AnalyticModelFromCurvesAndVols.setCurve(Curve)	This class will become immutable. Use addCurve instead.
net.finmath.marketdata2.model.AnalyticModelFromCurvesAndVols.setCurves(Curve[])	This class will become immutable. Use addCurve instead.
net.finmath.montecarlo.assetderivativevaluation.MonteCarloAssetModel.getCloneWithModifiedSeed(int)
net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAADFactory.getBarrierDiracWidth()
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulationFromModels.getCloneWithModifiedSeed(int)
net.finmath.montecarlo.interestrate.models.funding.FundingCapacityWithMemory.getDefaultCompensationForRequiredFunding(double, RandomVariable)
net.finmath.montecarlo.interestrate.models.funding.FundingCapacityWithMemory.getSurvivalProbabilityRequiredFunding(double, RandomVariable)
net.finmath.montecarlo.interestrate.products.Swaption.getExerciseIndicator(LIBORModelMonteCarloSimulationModel)
net.finmath.montecarlo.interestrate.TermStructureMonteCarloSimulationModel.getCloneWithModifiedSeed(int)
net.finmath.time.ScheduleGenerator.createScheduleFromConventions(LocalDate, LocalDate, String, double, String, String)	Will be removed in version 2.3
net.finmath.time.ScheduleGenerator.createScheduleFromConventions(LocalDate, LocalDate, String, double, String, String, String, BusinessdayCalendar, int, int)	Will be removed in version 2.3

Constructors

Constructor	Description
net.finmath.marketdata.products.SwapLeg(Optional<LocalDateTime>, Schedule, String, double[], double[], String, boolean)
net.finmath.montecarlo.assetderivativevaluation.MonteCarloAssetModel(ProcessModel, MonteCarloProcess)	May be made private in future releases.
net.finmath.montecarlo.interestrate.LIBORMonteCarloSimulationFromLIBORModel(LIBORModel, MonteCarloProcess)
net.finmath.montecarlo.interestrate.models.LIBORMarketModelFromCovarianceModel(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, LIBORCovarianceModel, CalibrationProduct[], Map<String, ?>)	Use LIBORMarketModelFromCovarianceModel.of() instead.
net.finmath.montecarlo.interestrate.models.LIBORMarketModelFromCovarianceModel(TimeDiscretization, ForwardCurve, DiscountCurve, LIBORCovarianceModel, CalibrationProduct[], Map<String, ?>)	Use LIBORMarketModelFromCovarianceModel.of() instead.
net.finmath.montecarlo.interestrate.products.SimpleSwap(double[], double[], double[])
net.finmath.montecarlo.interestrate.products.Swap(double[], double[], double[])	This constructor is deprecated. If you like to create a payer swap from fixingDates, paymentDates and swaprates use SimpleSwap.
net.finmath.montecarlo.RandomVariableFromDoubleArray(double, int, double)
net.finmath.montecarlo.RandomVariableFromFloatArray(double, int, double)

Enum Constants

Enum Constant	Description
net.finmath.modelling.products.Swaption.ValueUnit.INTEGRATEDLOGNORMALVARIANCE	Use INTEGRATEDVARIANCELOGNORMAL instead.
net.finmath.modelling.products.Swaption.ValueUnit.INTEGRATEDNORMALVARIANCE	Use INTEGRATEDVARIANCENORMAL instead.
net.finmath.modelling.products.Swaption.ValueUnit.INTEGRATEDVARIANCE	Use INTEGRATEDVARIANCELOGNORMAL instead
net.finmath.modelling.products.Swaption.ValueUnit.VOLATILITY	Use VOLATILITYLOGNORMAL instead
net.finmath.montecarlo.interestrate.products.Caplet.ValueUnit.INTEGRATEDVARIANCE	Use INTEGRATEDLOGNORMALVARIANCE
net.finmath.montecarlo.interestrate.products.Caplet.ValueUnit.VOLATILITY	Use LOGNORMALVOLATILITY