Uses of Interface
net.finmath.montecarlo.process.component.factortransform.FactorTransform
Package
Description
Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation
.Provides classes which implement financial products which may be
valued using a
net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel
.-
Uses of FactorTransform in net.finmath.montecarlo.hybridassetinterestrate.products
Modifier and TypeMethodDescriptionHybridAssetMonteCarloProduct.getFactorDrift
(LIBORModelMonteCarloSimulationModel referenceScheme, LIBORModelMonteCarloSimulationModel targetScheme) Overwrite this method if the product supplies a custom FactorDriftInterface to be used in proxy simulation. -
Uses of FactorTransform in net.finmath.montecarlo.interestrate.products
Modifier and TypeMethodDescriptionAbstractTermStructureMonteCarloProduct.getFactorDrift
(LIBORModelMonteCarloSimulationModel referenceScheme, LIBORModelMonteCarloSimulationModel targetScheme) TermStructureMonteCarloProduct.getFactorDrift
(LIBORModelMonteCarloSimulationModel referenceScheme, LIBORModelMonteCarloSimulationModel targetScheme) Overwrite this method if the product supplies a custom FactorDriftInterface to be used in proxy simulation.