Uses of Interface
net.finmath.modelling.ModelInterface

Packages that use ModelInterface

net.finmath.marketdata.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling	Provides interface separating models and products.
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.

Uses of ModelInterface in net.finmath.marketdata.model

Subinterfaces of ModelInterface in net.finmath.marketdata.model

interface

AnalyticModelInterface A collection of objects representing analytic valuations, i.e., curves and volatility surfaces.

Classes in net.finmath.marketdata.model that implement ModelInterface

class

AnalyticModel Implements a collection of market data objects (e.g., discount curves, forward curve) which provide interpolation of market data or other derived quantities ("calibrated curves").

Uses of ModelInterface in net.finmath.marketdata.products

Methods in net.finmath.marketdata.products with parameters of type ModelInterface

Object

AbstractAnalyticProduct.getValue(double evaluationTime, ModelInterface model)

Uses of ModelInterface in net.finmath.modelling

Methods in net.finmath.modelling with parameters of type ModelInterface

Object	UnsupportedProduct.getValue(double evaluationTime, ModelInterface model)
Object	ProductInterface.getValue(double evaluationTime, ModelInterface model) Return the valuation of the product using the given model.

Uses of ModelInterface in net.finmath.montecarlo

Methods in net.finmath.montecarlo with parameters of type ModelInterface

Object

AbstractMonteCarloProduct.getValue(double evaluationTime, ModelInterface model)