See: Description
Interface  Description 

BrownianMotion 
Interface description of a timediscrete ndimensional Brownian motion
W = (W_{1},...

IndependentIncrements 
Interface description of a timediscrete ndimensional stochastic process
\( X = (X_{1},\ldots,X_{n}) \) provided by independent
increments \( \Delta X(t_{i}) = X(t_{i+1})X(t_{i}) \).

MonteCarloProduct 
Interface for products requiring an MonteCarloSimulationModel for valuation.

MonteCarloSimulationModel 
The interface implemented by a simulation of an SDE.

Class  Description 

AbstractMonteCarloProduct 
Base class for products requiring an MonteCarloSimulationModel for valuation.

AbstractRandomVariableFactory  
BrownianBridge 
This class implements a Brownian bridge, i.e., samples of realizations of a Brownian motion
conditional to a given start and end value.

BrownianMotionLazyInit 
Implementation of a timediscrete ndimensional Brownian motion
W = (W_{1},...

BrownianMotionView 
A Brownian motion which is defined by some factors of a given Brownian motion,
i.e., for a given multifactorial Brownian motion W, this Brownian motion is
given by ( W(i[0]), W(i[1]) W(i[2]), ..., W(i[n1]) )
where i is a given array of integers.

BrownianMotionWithControlVariate 
Provides a Brownian motion from given (independent) increments and performs a control of the expectation and the standard deviation.

CorrelatedBrownianMotion 
Provides a correlated Brownian motion from given (independent) increments
and a given matrix of factor loadings.

GammaProcess 
Implementation of a timediscrete ndimensional Gamma process
\(
\Gamma = (\Gamma_{1},\ldots,\Gamma_{n})
\), where \( \Gamma_{i} \) is
a Gamma process and \( \Gamma_{i} \), \( \Gamma_{j} \) are
independent for i not equal j.

IndependentIncrementsFromICDF 
Implementation of a timediscrete ndimensional sequence of independent increments
W = (W_{1},...

JumpProcessIncrements 
Implementation of a timediscrete ndimensional jump process
J = (J_{1},...

RandomVariableFactory 
A factory (helper class) to create random variables.

RandomVariableFromDoubleArray 
The class RandomVariableFromDoubleArray represents a random variable being the evaluation of a stochastic process
at a certain time within a MonteCarlo simulation.

RandomVariableFromFloatArray 
The class RandomVariableFromFloatArray represents a random variable being the evaluation of a stochastic process
at a certain time within a MonteCarlo simulation.

RandomVariableLazyEvaluation 
Implements a MonteCarlo random variable (like
RandomVariableFromDoubleArray using
late evaluation of Java 8 streams
Accesses performed exclusively through the interface
RandomVariable is thread safe (and does not mutate the class). 
RandomVariableLazyEvaluationFactory  
VarianceGammaProcess 
Implementation of a timediscrete ndimensional Variance Gamma process via Brownian subordination through
a Gamma Process.

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