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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/**
* Provides an interface and a base class for process models, i.e., models providing the parameters for
* stochastic processes.
*
* The concept here is that we separate the numerical discretization scheme of an SDE from the parameterization of the SDE.
*
* @author Christian Fries
*/
package net.finmath.montecarlo.model;