Class Hierarchy
- java.lang.Object
- net.finmath.timeseries.models.parametric.ARMAGARCH (implements net.finmath.timeseries.HistoricalSimulationModel, net.finmath.timeseries.TimeSeriesModelParametric)
- net.finmath.timeseries.models.parametric.DisplacedLognormal (implements net.finmath.timeseries.HistoricalSimulationModel)
- net.finmath.timeseries.models.parametric.DisplacedLognormalARMAGARCH (implements net.finmath.timeseries.HistoricalSimulationModel, net.finmath.timeseries.TimeSeriesModelParametric)
- net.finmath.timeseries.models.parametric.DisplacedLognormalGARCH (implements net.finmath.timeseries.HistoricalSimulationModel)
- net.finmath.timeseries.models.parametric.DisplacedLognormalGJRGARCH (implements net.finmath.timeseries.HistoricalSimulationModel, net.finmath.timeseries.TimeSeriesModelParametric)
- net.finmath.timeseries.models.parametric.GARCH (implements net.finmath.timeseries.HistoricalSimulationModel)
- net.finmath.timeseries.models.parametric.SimpleHistroricalSimulation (implements net.finmath.timeseries.HistoricalSimulationModel)