Uses of Package
net.finmath.montecarlo.model

Packages that use net.finmath.montecarlo.model

Package	Description
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.
net.finmath.montecarlo.crosscurrency	Provides classes for Cross-Currency models to be implemented via Monte-Carlo algorithms from net.finmath.montecarlo.process.
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.
net.finmath.montecarlo.model	Provides an interface and a base class for process models, i.e., models providing the parameters for stochastic processes.
net.finmath.montecarlo.process	Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.

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

Class and Description
AbstractProcessModel This class is an abstract base class to implement a model provided to an MonteCarloProcessFromProcessModel.
ProcessModel The interface for a model of a stochastic process X where X = f(Y) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState().

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

Class and Description
AbstractProcessModel This class is an abstract base class to implement a model provided to an MonteCarloProcessFromProcessModel.
ProcessModel The interface for a model of a stochastic process X where X = f(Y) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState().

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.crosscurrency

Class and Description
ProcessModel The interface for a model of a stochastic process X where X = f(Y) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState().

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.interestrate

Class and Description
ProcessModel The interface for a model of a stochastic process X where X = f(Y) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState().

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.interestrate.models

Class and Description
AbstractProcessModel This class is an abstract base class to implement a model provided to an MonteCarloProcessFromProcessModel.
ProcessModel The interface for a model of a stochastic process X where X = f(Y) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState().

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.model

Class and Description
ProcessModel The interface for a model of a stochastic process X where X = f(Y) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState().

Classes in net.finmath.montecarlo.model used by net.finmath.montecarlo.process

Class and Description
ProcessModel The interface for a model of a stochastic process X where X = f(Y) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method ProcessModel.getInitialState().