Uses of Class
net.finmath.montecarlo.assetderivativevaluation.models.HestonModel.Scheme

Packages that use HestonModel.Scheme

Package	Description
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
net.finmath.montecarlo.assetderivativevaluation.models	Equity models implementing ProcessModel e.g. by extending AbstractProcessModel.

Uses of HestonModel.Scheme in net.finmath.modelling.modelfactory

Constructors in net.finmath.modelling.modelfactory with parameters of type HestonModel.Scheme

Constructor and Description
AssetModelMonteCarloFactory(AbstractRandomVariableFactory randomVariableFactory, IndependentIncrements stochasticDriver, HestonModel.Scheme scheme) Create the factory.
HestonModelMonteCarloFactory(HestonModel.Scheme scheme, AbstractRandomVariableFactory randomVariableFactory, IndependentIncrements brownianMotion)

Uses of HestonModel.Scheme in net.finmath.montecarlo.assetderivativevaluation.models

Methods in net.finmath.montecarlo.assetderivativevaluation.models that return HestonModel.Scheme

Modifier and Type	Method and Description
static HestonModel.Scheme	HestonModel.Scheme.valueOf(String name) Returns the enum constant of this type with the specified name.
static HestonModel.Scheme[]	HestonModel.Scheme.values() Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.montecarlo.assetderivativevaluation.models with parameters of type HestonModel.Scheme

Constructor and Description
HestonModel(double initialValue, double riskFreeRate, double volatility, double discountRate, double theta, double kappa, double xi, double rho, HestonModel.Scheme scheme) Create a Heston model.
HestonModel(double initialValue, double riskFreeRate, double volatility, double discountRate, double theta, double kappa, double xi, double rho, HestonModel.Scheme scheme, AbstractRandomVariableFactory randomVariableFactory) Create a Heston model.
HestonModel(double initialValue, double riskFreeRate, double volatility, double theta, double kappa, double xi, double rho, HestonModel.Scheme scheme) Create a Heston model.
HestonModel(HestonModelDescriptor descriptor, HestonModel.Scheme scheme, AbstractRandomVariableFactory randomVariableFactory) Create the model from a descriptor.
HestonModel(RandomVariable initialValue, DiscountCurve discountCurveForForwardRate, RandomVariable volatility, DiscountCurve discountCurveForDiscountRate, RandomVariable theta, RandomVariable kappa, RandomVariable xi, RandomVariable rho, HestonModel.Scheme scheme, AbstractRandomVariableFactory randomVariableFactory) Create a Heston model.
HestonModel(RandomVariable initialValue, RandomVariable riskFreeRate, RandomVariable volatility, RandomVariable discountRate, RandomVariable theta, RandomVariable kappa, RandomVariable xi, RandomVariable rho, HestonModel.Scheme scheme, AbstractRandomVariableFactory randomVariableFactory) Create a Heston model.