Interface HybridAssetLIBORModelMonteCarloSimulation

All Superinterfaces:

AssetModelMonteCarloSimulationModel, IndependentModelParameterProvider, LIBORModelMonteCarloSimulationModel, Model, MonteCarloSimulationModel, TermStructureMonteCarloSimulationModel

All Known Implementing Classes:

HybridAssetLIBORModelMonteCarloSimulationFromModels

public interface HybridAssetLIBORModelMonteCarloSimulation
extends MonteCarloSimulationModel, LIBORModelMonteCarloSimulationModel, AssetModelMonteCarloSimulationModel

Basic interface which has to be implemented by Monte Carlo models for hybrid processes.

Version:

1.0

Author:

Christian Fries

Method Summary

Methods inherited from interface AssetModelMonteCarloSimulationModel

getAssetValue, getAssetValue, getCloneWithModifiedData, getCloneWithModifiedSeed, getNumberOfAssets, getNumeraire, getNumeraire

Methods inherited from interface IndependentModelParameterProvider

getModelParameters

Methods inherited from interface LIBORModelMonteCarloSimulationModel

getLIBOR, getLiborPeriod, getLiborPeriodDiscretization, getLiborPeriodIndex, getLIBORs, getNumberOfLibors

Methods inherited from interface MonteCarloSimulationModel

getMonteCarloWeights, getMonteCarloWeights, getNumberOfPaths, getRandomVariableForConstant, getReferenceDate, getTime, getTimeDiscretization, getTimeIndex

Methods inherited from interface TermStructureMonteCarloSimulationModel

getBrownianMotion, getCloneWithModifiedSeed, getForwardRate, getForwardRate, getLIBOR, getLIBOR, getModel, getNumberOfFactors, getNumeraire, getNumeraire, getProcess