Package net.finmath.montecarlo.hybridassetinterestrate

Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.

See: Description

Interface Summary

Interface	Description
HybridAssetLIBORModelMonteCarloSimulationInterface

Class Summary

Class	Description
HybridAssetLIBORModelMonteCarloSimulation	An Equity Hybrid LIBOR Market Model composed of an object implementing LIBORModelMonteCarloSimulationInterface providing the interest rate simulation and the numeraire and an object implementing AssetModelMonteCarloSimulationInterface providing the asset simulation.
ModelFactory	Helper factory to create a simple equity hybrid LIBOR market model.

Package net.finmath.montecarlo.hybridassetinterestrate Description

Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.