Uses of Interface
net.finmath.stochastic.RandomVariableAccumulator
Packages that use RandomVariableAccumulator
Package
Description
Products which may be valued using an
AssetModelMonteCarloSimulationModel
.-
Uses of RandomVariableAccumulator in net.finmath.montecarlo.assetderivativevaluation.products
Methods in net.finmath.montecarlo.assetderivativevaluation.products that return RandomVariableAccumulatorModifier and TypeMethodDescriptionEuropeanOptionGammaLikelihood.getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
EuropeanOptionGammaPathwise.getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
EuropeanOptionRhoLikelihood.getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
EuropeanOptionRhoPathwise.getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)
EuropeanOptionVegaLikelihood.getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)