Uses of Class
net.finmath.montecarlo.JumpProcessIncrements

Packages that use JumpProcessIncrements

Package	Description
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.

Uses of JumpProcessIncrements in net.finmath.montecarlo

Methods in net.finmath.montecarlo that return JumpProcessIncrements

Modifier and Type	Method and Description
JumpProcessIncrements	JumpProcessIncrements.getCloneWithModifiedSeed(int seed)
JumpProcessIncrements	JumpProcessIncrements.getCloneWithModifiedTimeDiscretization(TimeDiscretization newTimeDiscretization)