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Package net.finmath.montecarlo.products
Products which are model independent, but assume a Monte-Carlo simulation.
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Description
Class Summary
Class
Description
PortfolioMonteCarloProduct
A portfolio of products, each product being of AbstractMonteCarloProduct type.
Package net.finmath.montecarlo.products Description
Products which are model independent, but assume a Monte-Carlo simulation.
Author:
Christian Fries
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Copyright © 2019 Christian P. Fries.
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