Uses of Interface
net.finmath.stochastic.RandomVariableAccumulator
Package
Description
Products which may be valued using an
AssetModelMonteCarloSimulationModel
.-
Uses of RandomVariableAccumulator in net.finmath.montecarlo.assetderivativevaluation.products
Modifier 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)