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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 02.07.2017
*/
package net.finmath.montecarlo.automaticdifferentiation;
import java.util.Map;
import net.finmath.stochastic.RandomVariable;
/**
* Interface implemented by model which can provide their independent model parameters.
*
* This is useful for the model independent calculation of derivatives using AAD.
*
* @author Christian Fries
*/
public interface IndependentModelParameterProvider {
/**
* Returns a map of independent model parameters of this model.
*
* @return Map of independent model parameters of this model.
*/
default Map getModelParameters() {
// TODO Remove default implementation in 4.0.0 version to enforce models complying with this interface. NOTE: The default here is to allow backward compatibility.
throw new UnsupportedOperationException();
}
}