Fixed a possible problem in the calculation of parameter step if it is not set by the user.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@425 48fcbb9e-5639-0410-8b25-842128a4905d
Refactored getFactorLoading method to return the vector of factor loadings for a given time and component. This improves performance for certain local volatility models.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@426 48fcbb9e-5639-0410-8b25-842128a4905d
Avoided creation of thread if process increment is null (zero).


git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@427 48fcbb9e-5639-0410-8b25-842128a4905d
Avoided creation of thread if process increment is null (zero).


git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@428 48fcbb9e-5639-0410-8b25-842128a4905d
Changed source and target to 1.6 (since 1.6 is default in LibreOffice runtime).

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@429 48fcbb9e-5639-0410-8b25-842128a4905d
Changed number of (hard coded) iterations of implied vol solver (rarely required, but saver).

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@431 48fcbb9e-5639-0410-8b25-842128a4905d
Updated UML diagrams to reflect revision 435.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@436 48fcbb9e-5639-0410-8b25-842128a4905d
Added FlexiCap aka AutoCap as a demo on how to value it (path dependent product).

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@439 48fcbb9e-5639-0410-8b25-842128a4905d
Added code for delta-gamma-vega hedge simulation in a Black-Scholes model.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@440 48fcbb9e-5639-0410-8b25-842128a4905d
Code cleanup.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@441 48fcbb9e-5639-0410-8b25-842128a4905d
Corrected error in use of numeraire and probabilies.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@445 48fcbb9e-5639-0410-8b25-842128a4905d
Renamed private method getCalibrationData to getCalibrationItems.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@446 48fcbb9e-5639-0410-8b25-842128a4905d
Code cleanup.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@447 48fcbb9e-5639-0410-8b25-842128a4905d
Added Monte-Carlo valuation of a digital caplet.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@448 48fcbb9e-5639-0410-8b25-842128a4905d
New import into GitHub due to inconsitency with svn / authors.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@450 48fcbb9e-5639-0410-8b25-842128a4905d
Code cleanup.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@477 48fcbb9e-5639-0410-8b25-842128a4905d
Code cleanup.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@478 48fcbb9e-5639-0410-8b25-842128a4905d
Code cleanup (restored compatiblity with Java 6).

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@479 48fcbb9e-5639-0410-8b25-842128a4905d
Code cleanup.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@483 48fcbb9e-5639-0410-8b25-842128a4905d
Changed RandomVariableInterface and RandomVariable to be fully immutable. This step is to prepare for the introduction of some cool Java 8 features.

git-svn-id: http://svn.finmath.net/finmath%20lib/trunk@487 48fcbb9e-5639-0410-8b25-842128a4905d