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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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/**
 * Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.
 * The Euler scheme implementation is more generic and can be configured for
 * log-Euler scheme or predictor corrector scheme.
 *
 * The parameters have to be provided by a process model.
 *
 * @see net.finmath.montecarlo.model
 * @author Christian Fries
 */
package net.finmath.montecarlo.process;