Package net.finmath.montecarlo.hybridassetinterestrate

Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.

See: Description

Interface Summary

Interface	Description
HybridAssetLIBORModelMonteCarloSimulation

Class Summary

Class	Description
HybridAssetLIBORModelMonteCarloSimulationFromModels	An Equity Hybrid LIBOR Market Model composed of an object implementing LIBORModelMonteCarloSimulationModel providing the interest rate simulation and the numeraire and an object implementing AssetModelMonteCarloSimulationModel providing the asset simulation.
ModelFactory	Helper factory to create a simple equity hybrid LIBOR market model.

Package net.finmath.montecarlo.hybridassetinterestrate Description

Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.

Author:

Christian Fries