net.finmath.montecarlo.automaticdifferentiation

Interface IndependentModelParameterProvider

All Known Subinterfaces:

HybridAssetLIBORModelMonteCarloSimulation, LIBORMarketModel, LIBORModel, LIBORModelMonteCarloSimulationModel

All Known Implementing Classes:

HullWhiteModel, HullWhiteModelWithConstantCoeff, HullWhiteModelWithDirectSimulation, HullWhiteModelWithShiftExtension, HybridAssetLIBORModelMonteCarloSimulationFromModels, LIBORMarketModelFromCovarianceModel, LIBORMarketModelStandard, LIBORMonteCarloSimulationFromLIBORModel, LIBORMonteCarloSimulationFromTermStructureModel

public interface IndependentModelParameterProvider

Interface implemented by model which can provide their independent model parameters. This is useful for the model independent calculation of derivatives using AAD.

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
default Map<String,RandomVariable>	getModelParameters() Returns a map of independent model parameters of this model.

Method Detail

getModelParameters

default Map<String,RandomVariable> getModelParameters()

Returns a map of independent model parameters of this model.

Returns:

Map of independent model parameters of this model.