finMath lib documentation
net.finmath.montecarlo

## Interface MonteCarloSimulationInterface

• ### Method Summary

All Methods
Modifier and Type Method and Description
MonteCarloSimulationInterface getCloneWithModifiedData(Map<String,Object> dataModified)
Create a clone of this simulation modifying some of its properties (if any).
RandomVariableInterface getMonteCarloWeights(double time)
This method returns the weights of a weighted Monte Carlo method (the probability density).
RandomVariableInterface getMonteCarloWeights(int timeIndex)
This method returns the weights of a weighted Monte Carlo method (the probability density).
int getNumberOfPaths()
Returns the numberOfPaths.
RandomVariableInterface getRandomVariableForConstant(double value)
Returns a random variable which is initialized to a constant, but has exactly the same number of paths or discretization points as the ones used by this MonteCarloSimulationInterface.
double getTime(int timeIndex)
Returns the time for a given time index.
TimeDiscretizationInterface getTimeDiscretization()
Returns the timeDiscretization.
int getTimeIndex(double time)
Returns the time index for a given time.
• ### Method Detail

• #### getNumberOfPaths

int getNumberOfPaths()
Returns the numberOfPaths.
Returns:
Returns the numberOfPaths.
• #### getTimeDiscretization

TimeDiscretizationInterface getTimeDiscretization()
Returns the timeDiscretization.
Returns:
Returns the timeDiscretization.
• #### getTime

double getTime(int timeIndex)
Returns the time for a given time index.
Parameters:
timeIndex - Time index
Returns:
Returns the time for a given time index.
• #### getTimeIndex

int getTimeIndex(double time)
Returns the time index for a given time.
Parameters:
time - The time.
Returns:
Returns the time index for a given time.
• #### getRandomVariableForConstant

RandomVariableInterface getRandomVariableForConstant(double value)
Returns a random variable which is initialized to a constant, but has exactly the same number of paths or discretization points as the ones used by this MonteCarloSimulationInterface.
Parameters:
value - The constant value to be used for initialized the random variable.
Returns:
A new random variable.
• #### getMonteCarloWeights

RandomVariableInterface getMonteCarloWeights(int timeIndex)
throws CalculationException
This method returns the weights of a weighted Monte Carlo method (the probability density).
Parameters:
timeIndex - Time index at which the process should be observed
Returns:
A vector of positive weights which sums up to one
Throws:
CalculationException - Thrown if the valuation fails, specific cause may be available via the cause() method.
• #### getMonteCarloWeights

RandomVariableInterface getMonteCarloWeights(double time)
throws CalculationException
This method returns the weights of a weighted Monte Carlo method (the probability density).
Parameters:
time - Time at which the process should be observed
Returns:
A vector of positive weights which sums up to one
Throws:
CalculationException - Thrown if the valuation fails, specific cause may be available via the cause() method.
• #### getCloneWithModifiedData

MonteCarloSimulationInterface getCloneWithModifiedData(Map<String,Object> dataModified)
throws CalculationException
Create a clone of this simulation modifying some of its properties (if any).
Parameters:
dataModified - The data which should be changed in the new model
Returns:
Returns a clone of this model, with some data modified (then it is no longer a clone :-)
Throws:
CalculationException - Thrown if the valuation fails, specific cause may be available via the cause() method.