Uses of Interface
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetMonteCarloSimulation
Packages that use HybridAssetMonteCarloSimulation
Package
Description
Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation
.-
Uses of HybridAssetMonteCarloSimulation in net.finmath.montecarlo.hybridassetinterestrate
Classes in net.finmath.montecarlo.hybridassetinterestrate that implement HybridAssetMonteCarloSimulationModifier and TypeClassDescriptionclass
Cross Currency LIBOR Market Model with Black-Scholes FX Model. -
Uses of HybridAssetMonteCarloSimulation in net.finmath.montecarlo.hybridassetinterestrate.products
Methods in net.finmath.montecarlo.hybridassetinterestrate.products with parameters of type HybridAssetMonteCarloSimulationModifier and TypeMethodDescriptionBond.getValue(double evaluationTime, HybridAssetMonteCarloSimulation model)
This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.BondWithForeignNumeraire.getValue(double evaluationTime, HybridAssetMonteCarloSimulation model)
This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.ForwardRateAgreementGeneralized.getValue(double evaluationTime, HybridAssetMonteCarloSimulation model)
This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.abstract RandomVariable
HybridAssetMonteCarloProduct.getValue(double evaluationTime, HybridAssetMonteCarloSimulation model)
This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.HybridAssetMonteCarloProduct.getValues(double evaluationTime, HybridAssetMonteCarloSimulation model)
This method returns the valuation of the product within the specified model, evaluated at a given evalutationTime.