net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation Maven / Gradle / Ivy
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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 03.04.2015
*/
package net.finmath.montecarlo.hybridassetinterestrate;
import net.finmath.montecarlo.MonteCarloSimulationModel;
import net.finmath.montecarlo.assetderivativevaluation.AssetModelMonteCarloSimulationModel;
import net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel;
/**
* Basic interface which has to be implemented by Monte Carlo models for hybrid processes.
*
* @author Christian Fries
* @version 1.0
*/
public interface HybridAssetLIBORModelMonteCarloSimulation extends MonteCarloSimulationModel, LIBORModelMonteCarloSimulationModel, AssetModelMonteCarloSimulationModel {
}