# Interface MonteCarloProcess

All Superinterfaces:
Process
All Known Implementing Classes:
EulerSchemeFromProcessModel, MonteCarloProcessFromProcessModel

public interface MonteCarloProcess extends Process
The interface for a process (numerical scheme) of a stochastic process X where X = f(Y) and Y is an Itô process
$dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m}$ The parameters are provided by a model implementing ProcessModel: Here, μ and λj may depend on X, which allows to implement stochastic drifts (like in a LIBOR market model) of local volatility models.
Version:
1.0
Author:
Christian Fries
The definition of the model.
• ## Method Summary

Modifier and Type
Method
Description
MonteCarloProcess
clone()
Create and return a clone of this process.
MonteCarloProcess
getCloneWithModifiedData​(Map<String,​Object> dataModified)
Returns a clone of this model where the specified properties have been modified.
MonteCarloProcess
getCloneWithModifiedModel​(ProcessModel model)
Returns a clone of this model where the specified properties have been modified.
int
getNumberOfFactors()

int
getNumberOfPaths()

IndependentIncrements
getStochasticDriver()

### Methods inherited from interface net.finmath.montecarlo.process.Process

getModel, getMonteCarloWeights, getNumberOfComponents, getProcessValue, getProcessValue, getTime, getTimeDiscretization, getTimeIndex
• ## Method Details

• ### getNumberOfPaths

int getNumberOfPaths()
Returns:
Returns the numberOfPaths.
• ### getNumberOfFactors

int getNumberOfFactors()
Returns:
Returns the numberOfFactors.
• ### getStochasticDriver

IndependentIncrements getStochasticDriver()
Returns:
Returns the stochastic driver used to generate this process
• ### getCloneWithModifiedModel

MonteCarloProcess getCloneWithModifiedModel(ProcessModel model)
Returns a clone of this model where the specified properties have been modified. Note that there is no guarantee that a model reacts on a specification of a properties in the parameter map dataModified. If data is provided which is ignored by the model no exception may be thrown.
Parameters:
model - The model to be used.
Returns:
A clone of this model (or this model if no parameter was modified).
• ### getCloneWithModifiedData

MonteCarloProcess getCloneWithModifiedData(Map<String,​Object> dataModified)
Returns a clone of this model where the specified properties have been modified. Note that there is no guarantee that a model reacts on a specification of a properties in the parameter map dataModified. If data is provided which is ignored by the model no exception may be thrown.
Parameters:
dataModified - Key-value-map of parameters to modify.
Returns:
A clone of this model (or this model if no parameter was modified).
• ### clone

Create and return a clone of this process. The clone is not tied to any model, but has the same process specification, that is, if the model is the same, it would generate the same paths.
Specified by:
clone in interface Process
Returns:
Clone of the process