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finmath lib is a Mathematical Finance Library in Java. It provides algorithms and methodologies related to mathematical finance.

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/**
 * Provides interfaces and classes needed to generate interest rate models model (using numerical
 * algorithms from net.finmath.montecarlo.process.
 * 
 * The basic interface and classes provide a TermStructureModel which provides a
 * forward rate {@link net.finmath.montecarlo.interestrate.TermStructureModel#getForwardRate(net.finmath.montecarlo.process.MonteCarloProcess, double, double, double)}
 * and a
 * numeraire {@link net.finmath.montecarlo.interestrate.TermStructureModel#getNumeraire(net.finmath.montecarlo.process.MonteCarloProcess, double)}
 *
 * There is a legacy interface LIBORModel which provides the 
 * forward rates on a tenor time discretization under the name
 * {@link net.finmath.montecarlo.interestrate.LIBORModel#getLIBOR(net.finmath.montecarlo.process.MonteCarloProcess, int, int)}
 * 
 * @author Christian Fries
 */
package net.finmath.montecarlo.interestrate;