Module net.finmath.lib
Interface AssetMonteCarloProduct
- All Known Implementing Classes:
AbstractAssetMonteCarloProduct
,AsianOption
,BasketOption
,BermudanDigitalOption
,BermudanOption
,BlackScholesDeltaHedgedPortfolio
,BlackScholesHedgedPortfolio
,DeltaHedgedPortfolioWithAAD
,DigitalOption
,DigitalOptionDeltaLikelihood
,EuropeanOption
,EuropeanOptionDeltaLikelihood
,EuropeanOptionDeltaPathwise
,EuropeanOptionDeltaPathwiseForGeometricModel
,EuropeanOptionGammaLikelihood
,EuropeanOptionGammaPathwise
,EuropeanOptionRhoLikelihood
,EuropeanOptionRhoPathwise
,EuropeanOptionThetaPathwise
,EuropeanOptionVegaLikelihood
,EuropeanOptionVegaPathwise
,EuropeanOptionWithBoundary
,FiniteDifferenceDeltaHedgedPortfolio
,FiniteDifferenceHedgedPortfolio
,ForwardAgreement
,ForwardAgreementWithFundingRequirement
,LocalRiskMinimizingHedgePortfolio
,SingleAssetMonteCarloProductFactory.DigitalOptionMonteCarlo
,SingleAssetMonteCarloProductFactory.EuropeanOptionMonteCarlo
public interface AssetMonteCarloProduct
Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.
- Version:
- 1.0
- Author:
- Christian Fries
-
Method Summary
Modifier and TypeMethodDescriptiongetValue
(double evaluationTime, AssetModelMonteCarloSimulationModel model)
-
Method Details
-
getValue
RandomVariable getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model) throws CalculationException - Throws:
CalculationException
-