# Uses of Class

net.finmath.montecarlo.model.AbstractProcessModel

Package

Description

Monte-Carlo models for asset value processes, like the Black Scholes model.

Equity models implementing

`ProcessModel`

e.g.Interest rate models implementing

`ProcessModel`

e.g.-
## Uses of AbstractProcessModel in net.finmath.montecarlo.assetderivativevaluation

Modifier and TypeClassDescription`class`

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 TypeClassDescription`class`

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`

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`

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`

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`

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`

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`

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`

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`

This class implements a multi-asset Black Scholes model providing an`AbstractProcessModel`

.`class`

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 TypeClassDescription`class`

Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.`class`

Implements a Hull-White model with constant coefficients.`class`

Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.`class`

Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.`class`

Implements a (generalized) LIBOR market model with generic covariance structure (lognormal, normal, displaced or stochastic volatility) with some drift approximation methods.`class`

Implements a basic LIBOR market model with some drift approximation methods.`class`

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.