Uses of Package
net.finmath.montecarlo.assetderivativevaluation
Packages that use net.finmath.montecarlo.assetderivativevaluation
Package
Description
Monte-Carlo models for asset value processes, like the Black Scholes model.
Products which may be valued using an
AssetModelMonteCarloSimulationModel
.Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
Legacy classes related to Monte-Carlo simulation - used for teaching only.
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Classes in net.finmath.montecarlo.assetderivativevaluation used by net.finmath.montecarlo.assetderivativevaluationClassDescriptionBasic interface which has to be implemented by Monte Carlo models for asset processes.This class glues together an
AbstractProcessModel
and a Monte-Carlo implementation of aMonteCarloProcessFromProcessModel
and implementsAssetModelMonteCarloSimulationModel
.This class glues together aBlackScholeModel
and a Monte-Carlo implementation of aMonteCarloProcessFromProcessModel
and forms a Monte-Carlo implementation of the Black-Scholes Model by implementingAssetModelMonteCarloSimulationModel
.This class implements a multi-asset Black Schole Model as Monte-Carlo simulation implementingAssetModelMonteCarloSimulationModel
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Classes in net.finmath.montecarlo.assetderivativevaluation used by net.finmath.montecarlo.assetderivativevaluation.productsClassDescriptionBasic interface which has to be implemented by Monte Carlo models for asset processes.
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Classes in net.finmath.montecarlo.assetderivativevaluation used by net.finmath.montecarlo.hybridassetinterestrateClassDescriptionBasic interface which has to be implemented by Monte Carlo models for asset processes.
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Classes in net.finmath.montecarlo.assetderivativevaluation used by net.finmath.montecarlo.templatemethoddesign.assetderivativevaluationClassDescriptionBasic interface which has to be implemented by Monte Carlo models for asset processes.