Uses of Interface
net.finmath.montecarlo.process.MonteCarloProcess

Packages that use MonteCarloProcess

Package	Description
net.finmath.montecarlo.assetderivativevaluation	Monte-Carlo models for asset value processes, like the Black Scholes model.
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.hybridassetinterestrate	Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
net.finmath.montecarlo.interestrate	Provides classes needed to generate a LIBOR market model (using numerical algorithms from net.finmath.montecarlo.process.
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.

Uses of MonteCarloProcess in net.finmath.montecarlo.assetderivativevaluation

Constructors in net.finmath.montecarlo.assetderivativevaluation with parameters of type MonteCarloProcess

Constructor and Description
MonteCarloAssetModel(ProcessModel model, MonteCarloProcess process) Create a Monte-Carlo simulation using given process discretization scheme.

Uses of MonteCarloProcess in net.finmath.montecarlo.crosscurrency

Methods in net.finmath.montecarlo.crosscurrency that return MonteCarloProcess

Modifier and Type	Method and Description
MonteCarloProcess	CrossCurrencyTermStructureMonteCarloSimulationModel.getProcess()

Uses of MonteCarloProcess in net.finmath.montecarlo.hybridassetinterestrate

Methods in net.finmath.montecarlo.hybridassetinterestrate that return MonteCarloProcess

Modifier and Type	Method and Description
MonteCarloProcess	HybridAssetLIBORModelMonteCarloSimulationFromModels.getProcess()

Uses of MonteCarloProcess in net.finmath.montecarlo.interestrate

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

Modifier and Type	Method and Description
MonteCarloProcess	LIBORMonteCarloSimulationFromTermStructureModel.getProcess()
MonteCarloProcess	LIBORMonteCarloSimulationFromLIBORModel.getProcess()
MonteCarloProcess	TermStructureMonteCarloSimulationModel.getProcess()

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

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

Uses of MonteCarloProcess in net.finmath.montecarlo.model

Methods in net.finmath.montecarlo.model that return MonteCarloProcess

Modifier and Type	Method and Description
MonteCarloProcess	ProcessModel.getProcess() Get the numerical scheme used to generate the stochastic process.
MonteCarloProcess	AbstractProcessModel.getProcess()

Methods in net.finmath.montecarlo.model with parameters of type MonteCarloProcess

Modifier and Type	Method and Description
void	ProcessModel.setProcess(MonteCarloProcess process) Set the numerical scheme used to generate the stochastic process.
void	AbstractProcessModel.setProcess(MonteCarloProcess process)

Uses of MonteCarloProcess in net.finmath.montecarlo.process

Classes in net.finmath.montecarlo.process that implement MonteCarloProcess

Modifier and Type	Class and Description
class	EulerSchemeFromProcessModel This class implements some numerical schemes for multi-dimensional multi-factor Ito process.
class	MonteCarloProcessFromProcessModel This class is an abstract base class to implement a multi-dimensional multi-factor Ito process.

Methods in net.finmath.montecarlo.process that return MonteCarloProcess

Modifier and Type	Method and Description
MonteCarloProcess	MonteCarloProcess.clone() Create and return a clone of this process.
MonteCarloProcess	EulerSchemeFromProcessModel.getCloneWithModifiedData(Map<String,Object> dataModified)
MonteCarloProcess	MonteCarloProcess.getCloneWithModifiedData(Map<String,Object> dataModified) Returns a clone of this model where the specified properties have been modified.