Uses of Package
net.finmath.montecarlo.assetderivativevaluation.models

Packages that use net.finmath.montecarlo.assetderivativevaluation.models

Package	Description
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.
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.

Classes in net.finmath.montecarlo.assetderivativevaluation.models used by net.finmath.modelling.modelfactory

Class and Description
HestonModel.Scheme Truncation schemes to be used in the calculation of drift and diffusion coefficients.

Classes in net.finmath.montecarlo.assetderivativevaluation.models used by net.finmath.montecarlo.assetderivativevaluation

Class and Description
BlackScholesModel This class implements a Black Scholes Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).

Classes in net.finmath.montecarlo.assetderivativevaluation.models used by net.finmath.montecarlo.assetderivativevaluation.models

Class and Description
BachelierModel This class implements a (variant of the) Bachelier model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
BlackScholesModel This class implements a Black Scholes Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
BlackScholesModelWithCurves This class implements a Black Scholes Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
DisplacedLognomalModelExperimental This class implements a displaced lognormal model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
HestonModel This class implements a Heston Model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
HestonModel.Scheme Truncation schemes to be used in the calculation of drift and diffusion coefficients.
InhomogeneousDisplacedLognomalModel This class implements an inhomogeneous displaced log-normal model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).
InhomogenousBachelierModel This class implements a (variant of the) Bachelier model, that is, it provides the drift and volatility specification and performs the calculation of the numeraire (consistent with the dynamics, i.e. the drift).