Module net.finmath.lib

Package net.finmath.montecarlo.interestrate.products

Class AbstractLIBORMonteCarloProduct

java.lang.Object

net.finmath.montecarlo.AbstractMonteCarloProduct

net.finmath.montecarlo.interestrate.products.AbstractTermStructureMonteCarloProduct

net.finmath.montecarlo.interestrate.products.AbstractLIBORMonteCarloProduct

All Implemented Interfaces:

Product, TermStructureMonteCarloProduct, MonteCarloProduct

public abstract class AbstractLIBORMonteCarloProduct
extends AbstractTermStructureMonteCarloProduct

For backward compatibility - same as AbstractTermStructureMonteCarloProduct.

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
AbstractLIBORMonteCarloProduct()
AbstractLIBORMonteCarloProduct(String currency)

Method Summary

Methods inherited from class net.finmath.montecarlo.interestrate.products.AbstractTermStructureMonteCarloProduct

getFactorDrift, getValue, getValue, getValueForModifiedData, getValues

Methods inherited from class net.finmath.montecarlo.AbstractMonteCarloProduct

getCurrency, getValue, getValue, getValues, getValues, getValues, getValuesForModifiedData, getValuesForModifiedData, getValuesForModifiedData, getValuesForModifiedData, toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface net.finmath.montecarlo.MonteCarloProduct

getCurrency, getValue, getValue, getValues, getValues, getValues, getValuesForModifiedData, getValuesForModifiedData, getValuesForModifiedData, getValuesForModifiedData

Constructor Details

AbstractLIBORMonteCarloProduct

public AbstractLIBORMonteCarloProduct(String currency)

Parameters:

currency - The currency of this product (may be null for "any currency").

AbstractLIBORMonteCarloProduct

public AbstractLIBORMonteCarloProduct()