Uses of Interface
net.finmath.montecarlo.process.component.factordrift.FactorDriftInterface

Packages that use FactorDriftInterface

Package	Description
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.

Uses of FactorDriftInterface in net.finmath.montecarlo.interestrate.products

Methods in net.finmath.montecarlo.interestrate.products that return FactorDriftInterface

Modifier and Type	Method and Description
FactorDriftInterface	TermStructureMonteCarloProduct.getFactorDrift(LIBORModelMonteCarloSimulationModel referenceScheme, LIBORModelMonteCarloSimulationModel targetScheme) Overwrite this method if the product supplies a custom FactorDriftInterface to be used in proxy simulation.
FactorDriftInterface	AbstractLIBORMonteCarloProduct.getFactorDrift(LIBORModelMonteCarloSimulationModel referenceScheme, LIBORModelMonteCarloSimulationModel targetScheme)