Module net.finmath.lib
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
For backward compatibility - same as AbstractTermStructureMonteCarloProduct.
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
Constructors -
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
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Constructor Details
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AbstractLIBORMonteCarloProduct
- Parameters:
currency
- The currency of this product (may be null for "any currency").
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AbstractLIBORMonteCarloProduct
public AbstractLIBORMonteCarloProduct()
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