Uses of Class
net.finmath.montecarlo.assetderivativevaluation.MonteCarloAssetModel

Packages that use MonteCarloAssetModel

Package	Description
net.finmath.montecarlo.assetderivativevaluation	Monte-Carlo models for asset value processes, like the Black Scholes model.

Uses of MonteCarloAssetModel in net.finmath.montecarlo.assetderivativevaluation

Subclasses of MonteCarloAssetModel in net.finmath.montecarlo.assetderivativevaluation

Modifier and Type	Class	Description
class	MonteCarloBlackScholesModel	This class glues together a BlackScholeModel and a Monte-Carlo implementation of a MonteCarloProcessFromProcessModel and forms a Monte-Carlo implementation of the Black-Scholes Model by implementing AssetModelMonteCarloSimulationModel.

Methods in net.finmath.montecarlo.assetderivativevaluation that return MonteCarloAssetModel

Modifier and Type	Method	Description
MonteCarloAssetModel	MonteCarloAssetModel.getCloneWithModifiedData(Map<String,Object> dataModified)