Uses of Interface
net.finmath.montecarlo.interestrate.LIBORModel

Packages that use LIBORModel

Package	Description
net.finmath.montecarlo.interestrate	Provides classes needed to generate a LIBOR market model (using numerical algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g. by extending AbstractProcessModel.

Uses of LIBORModel in net.finmath.montecarlo.interestrate

Subinterfaces of LIBORModel in net.finmath.montecarlo.interestrate

Modifier and Type	Interface and Description
interface	LIBORMarketModel Interface for LIBOR Market Models which are determined by a covariance structure defined on discrete forward rates.

Methods in net.finmath.montecarlo.interestrate that return LIBORModel

Modifier and Type	Method and Description
LIBORModel	LIBORModel.getCloneWithModifiedData(Map<String,Object> dataModified) Create a new object implementing LIBORModel, using the new data.
LIBORModel	LIBORMonteCarloSimulationFromLIBORModel.getModel()

Constructors in net.finmath.montecarlo.interestrate with parameters of type LIBORModel

Constructor and Description
LIBORMonteCarloSimulationFromLIBORModel(LIBORModel model) Create a LIBOR Monte-Carlo Simulation from a given LIBORModel.
LIBORMonteCarloSimulationFromLIBORModel(LIBORModel model, MonteCarloProcess process) Create a LIBOR Monte-Carlo Simulation from a given LIBORMarketModelFromCovarianceModel and an MonteCarloProcess.

Uses of LIBORModel in net.finmath.montecarlo.interestrate.models

Classes in net.finmath.montecarlo.interestrate.models that implement LIBORModel

Modifier and Type	Class and Description
class	HullWhiteModel Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class	HullWhiteModelWithConstantCoeff Implements a Hull-White model with constant coefficients.
class	HullWhiteModelWithDirectSimulation Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class	HullWhiteModelWithShiftExtension Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class	LIBORMarketModelFromCovarianceModel Implements a (generalized) LIBOR market model with generic covariance structure (lognormal, normal, displaced or stochastic volatility) with some drift approximation methods.
class	LIBORMarketModelStandard Implements a basic LIBOR market model with some drift approximation methods.

Methods in net.finmath.montecarlo.interestrate.models that return LIBORModel

Modifier and Type	Method and Description
LIBORModel	HullWhiteModel.getCloneWithModifiedData(Map<String,Object> dataModified)