Package net.finmath.montecarlo.model

Interface Summary

Interface	Description
AbstractModelInterface	The interface for a model of a stochastic process X where X = f(Y) and \[ dY_{j} = \mu_{j} dt + \lambda_{1,j} dW_{1} + \ldots + \lambda_{m,j} dW_{m} \] The value of Y(0) is provided by the method AbstractModelInterface.getInitialState().

Class Summary

Class	Description
AbstractModel	This class is an abstract base class to implement a model provided to an AbstractProcess.