Uses of Interface
net.finmath.montecarlo.process.component.factortransform.FactorTransform

Packages that use FactorTransform

Package	Description
net.finmath.montecarlo.hybridassetinterestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulation.
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.

Uses of FactorTransform in net.finmath.montecarlo.hybridassetinterestrate.products

Methods in net.finmath.montecarlo.hybridassetinterestrate.products that return FactorTransform

Modifier and Type	Method	Description
FactorTransform	HybridAssetMonteCarloProduct.getFactorDrift(LIBORModelMonteCarloSimulationModel referenceScheme, LIBORModelMonteCarloSimulationModel targetScheme)	Overwrite this method if the product supplies a custom FactorDriftInterface to be used in proxy simulation.

Uses of FactorTransform in net.finmath.montecarlo.interestrate.products

Methods in net.finmath.montecarlo.interestrate.products that return FactorTransform

Modifier and Type	Method	Description
FactorTransform	AbstractLIBORMonteCarloProduct.getFactorDrift(LIBORModelMonteCarloSimulationModel referenceScheme, LIBORModelMonteCarloSimulationModel targetScheme)
FactorTransform	TermStructureMonteCarloProduct.getFactorDrift(LIBORModelMonteCarloSimulationModel referenceScheme, LIBORModelMonteCarloSimulationModel targetScheme)	Overwrite this method if the product supplies a custom FactorDriftInterface to be used in proxy simulation.