Added constructor that requires the process only.
@@ -33,6 +33,19 @@ public class MonteCarloAssetModel implements AssetModelMonteCarloSimulationModel
private final ProcessModel model;
private final MonteCarloProcess process;
+ /**
+ * Create a Monte-Carlo simulation using given process discretization scheme.
+ *
+ * @param process The numerical scheme to be used.
+ */
+ public MonteCarloAssetModel(
+ final MonteCarloProcess process) {
+ super();
+
+ this.model = process.getModel();
+ this.process = process;
+ }
+
/**
* Create a Monte-Carlo simulation using given process discretization scheme.
*
