Uses of Package
net.finmath.montecarlo.model

Packages that use net.finmath.montecarlo.model

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. by extending AbstractProcessModel.
net.finmath.montecarlo.crosscurrency	Provides classes for Cross-Currency models to be implemented via Monte-Carlo algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.hybridassetinterestrate	Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
net.finmath.montecarlo.interestrate	Provides interfaces and classes needed to generate interest rate models model (using numerical algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g. by extending AbstractProcessModel.
net.finmath.montecarlo.model	Provides an interface and a base class for process models, i.e., models providing the parameters for stochastic processes.
net.finmath.montecarlo.process	Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.assetderivativevaluation

Class	Description
AbstractProcessModel	This class is an abstract base class to implement a model provided to an MonteCarloProcessFromProcessModel.
ProcessModel	The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState(MonteCarloProcess).

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.assetderivativevaluation.models

Class	Description
AbstractProcessModel	This class is an abstract base class to implement a model provided to an MonteCarloProcessFromProcessModel.
ProcessModel	The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState(MonteCarloProcess).

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.crosscurrency

Class	Description
ProcessModel	The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState(MonteCarloProcess).

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.hybridassetinterestrate

Class	Description
ProcessModel	The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState(MonteCarloProcess).

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.interestrate

Class	Description
ProcessModel	The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState(MonteCarloProcess).

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.interestrate.models

Class	Description
AbstractProcessModel	This class is an abstract base class to implement a model provided to an MonteCarloProcessFromProcessModel.
ProcessModel	The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState(MonteCarloProcess).

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.model

Class	Description
ProcessModel	The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState(MonteCarloProcess).

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.process

Class	Description
ProcessModel	The interface for a model of a stochastic process X where X(t) = f(t,Y(t)) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState(MonteCarloProcess).