Module net.finmath.lib
Interface IndependentModelParameterProvider
- All Known Subinterfaces:
HybridAssetLIBORModelMonteCarloSimulation
,LIBORMarketModel
,LIBORModel
,LIBORModelMonteCarloSimulationModel
,TermStructureMonteCarloSimulationModel
- All Known Implementing Classes:
HullWhiteModel
,HullWhiteModelWithConstantCoeff
,HullWhiteModelWithDirectSimulation
,HullWhiteModelWithShiftExtension
,HybridAssetLIBORModelMonteCarloSimulationFromModels
,LIBORMarketModelFromCovarianceModel
,LIBORMarketModelStandard
,LIBORMonteCarloSimulationFromLIBORModel
,LIBORMonteCarloSimulationFromTermStructureModel
,TermStructureMonteCarloSimulationFromTermStructureModel
public interface IndependentModelParameterProvider
Interface implemented by model which can provide their independent model parameters.
This is useful for the model independent calculation of derivatives using AAD.
- Author:
- Christian Fries
-
Method Summary
Modifier and TypeMethodDescriptiondefault Map<String,
RandomVariable> Returns a map of independent model parameters of this model.
-
Method Details
-
getModelParameters
Returns a map of independent model parameters of this model.- Returns:
- Map of independent model parameters of this model.
-