Using interface instead of class where possible.
@@ -16,6 +16,7 @@ import net.finmath.marketdata.model.curves.ForwardCurve;
import net.finmath.marketdata.model.curves.ForwardCurveInterpolation;
import net.finmath.marketdata.products.Swap;
import net.finmath.marketdata.products.SwapAnnuity;
+import net.finmath.montecarlo.BrownianMotion;
import net.finmath.montecarlo.BrownianMotionLazyInit;
import net.finmath.montecarlo.interestrate.LIBORMonteCarloSimulationFromLIBORModel;
import net.finmath.montecarlo.interestrate.models.LIBORMarketModelFromCovarianceModel;
@@ -151,9 +152,9 @@ public class CMSOptionTest {
new LIBORCorrelationModelExponentialDecay(timeDiscretization, tenorDiscretization, numberOfFactors, correlationDecay, false))
);
- BrownianMotionLazyInit brownianMotionLazyInit = new BrownianMotionLazyInit(timeDiscretization, numberOfFactors, numberOfPaths, seed);
+ BrownianMotion brownianMotion = new BrownianMotionLazyInit(timeDiscretization, numberOfFactors, numberOfPaths, seed);
- EulerSchemeFromProcessModel process = new EulerSchemeFromProcessModel(brownianMotionLazyInit);
+ EulerSchemeFromProcessModel process = new EulerSchemeFromProcessModel(brownianMotion);
// process.setScheme(EulerSchemeFromProcessModel.Scheme.PREDICTOR_CORRECTOR);
LIBORMonteCarloSimulationFromLIBORModel liborMarketModelMonteCarloSimulation = new LIBORMonteCarloSimulationFromLIBORModel(liborMarketModel, process);
