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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 basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation
* of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
*
* @author Christian Fries
*/
package net.finmath.montecarlo;