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

Packages that use 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 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.