| Package | Description |
|---|---|
| net.finmath.montecarlo.assetderivativevaluation |
Monte-Carlo models for asset value processes, like the Black Scholes model.
|
| net.finmath.montecarlo.assetderivativevaluation.models |
Equity models implementing
ProcessModel
e.g. by extending AbstractProcessModel. |
| Modifier and Type | Method and Description |
|---|---|
BlackScholesModel |
MonteCarloBlackScholesModel.getModel()
Returns the
AbstractProcessModel used for this Monte-Carlo simulation. |
| Modifier and Type | Method and Description |
|---|---|
BlackScholesModel |
BlackScholesModel.getCloneWithModifiedData(Map<String,Object> dataModified) |
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