Package net.finmath.montecarlo.templatemethoddesign

Legacy classes related to Monte-Carlo simulation - used for teaching only.

See: Description

Class Summary

Class	Description
LogNormalProcess	This class is an abstract base class to implement an Euler scheme of a multi-dimensional multi-factor log-normal Ito process.

Enum Summary

Enum	Description
LogNormalProcess.Scheme

Package net.finmath.montecarlo.templatemethoddesign Description

Legacy classes related to Monte-Carlo simulation - used for teaching only.

Author:

Christian Fries