Module net.finmath.lib

Package net.finmath.montecarlo.crosscurrency

package net.finmath.montecarlo.crosscurrency

Provides classes for Cross-Currency models to be implemented via Monte-Carlo algorithms from net.finmath.montecarlo.process.

Author:

Christian Fries

Related Packages

Package	Description
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.

Interfaces

Class	Description
CrossCurrencyTermStructureMonteCarloSimulationModel	Interface for cross currency term structure models.