Uses of Package
com.quantfinlib.simulation

Packages that use com.quantfinlib.simulation

Package	Description
com.quantfinlib.simulation	Monte Carlo simulation of portfolio and multi-asset price paths.

Classes in com.quantfinlib.simulation used by com.quantfinlib.simulation

Class	Description
MonteCarloSimulator.Estimate	Monte Carlo estimate: mean, its standard error, and the number of independent samples.
MonteCarloSimulator.PathPayoff	Payoff of one simulated path.
SimulationResult	Analytics over Monte Carlo terminal portfolio values: probabilities, VaR/CVaR, confidence intervals and scenario extremes.