Module net.finmath.lib

Package net.finmath.montecarlo.process.component.barrier

package net.finmath.montecarlo.process.component.barrier

Components providing the barrier in the Monte-Carlo simulation with barrier.

Author:

Christian Fries

Interface Summary

Interface	Description
Barrier	The interface describes how an barrier has to be specified for the generation of a process (see LogNormalProcessWithBarrierStrategy).
ProcessWithBarrier