## Uses of Classnet.finmath.montecarlo.model.AbstractProcessModel

• Packages that use AbstractProcessModel
Package Description
net.finmath.montecarlo.assetderivativevaluation
Monte-Carlo models for asset value processes, like the Black Scholes model.
net.finmath.montecarlo.assetderivativevaluation.models
Equity models implementing ProcessModel e.g.
net.finmath.montecarlo.interestrate.models
Interest rate models implementing ProcessModel e.g.
• ### Uses of AbstractProcessModel in net.finmath.montecarlo.assetderivativevaluation

Modifier and Type Class Description
class  MonteCarloMultiAssetBlackScholesModel
This class implements a multi-asset Black Schole Model as Monte-Carlo simulation implementing AssetModelMonteCarloSimulationModel.
• ### Uses of AbstractProcessModel in net.finmath.montecarlo.assetderivativevaluation.models

Modifier and Type Class Description
class  BachelierModel
This class implements a (variant of the) Bachelier model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
class  BlackScholesModel
This class implements a Black Scholes Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
class  BlackScholesModelWithCurves
This class implements a Black Scholes Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
class  DisplacedLognomalModel
This class implements a displaced lognormal model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
class  HestonModel
This class implements a Heston Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
class  InhomogeneousDisplacedLognomalModel
This class implements an inhomogeneous displaced log-normal model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
class  InhomogenousBachelierModel
This class implements a (variant of the) Bachelier model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
class  MertonModel
This class implements a Merton Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
class  MultiAssetBlackScholesModel
This class implements a multi-asset Black Scholes model providing an AbstractProcessModel.
class  VarianceGammaModel
This class implements a Variance Gamma Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e.
• ### Uses of AbstractProcessModel in net.finmath.montecarlo.interestrate.models

Modifier and Type Class Description
class  HullWhiteModel
Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class  HullWhiteModelWithConstantCoeff
Implements a Hull-White model with constant coefficients.
class  HullWhiteModelWithDirectSimulation
Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class  HullWhiteModelWithShiftExtension
Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class  LIBORMarketModelFromCovarianceModel
Implements a (generalized) LIBOR market model with generic covariance structure (lognormal, normal, displaced or stochastic volatility) with some drift approximation methods.
class  LIBORMarketModelStandard
Implements a basic LIBOR market model with some drift approximation methods.
class  LIBORMarketModelWithTenorRefinement
Implements a discretized Heath-Jarrow-Morton model / LIBOR market model with dynamic tenor refinement, see https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2884699.