Uses of Interface
net.finmath.modelling.ModelInterface

Packages that use ModelInterface

Package	Description
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.
net.finmath.montecarlo.hybridassetinterestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.hybridassetinterestrate.HybridAssetLIBORModelMonteCarloSimulationInterface.

Uses of ModelInterface in net.finmath.marketdata.model

Subinterfaces of ModelInterface in net.finmath.marketdata.model

Modifier and Type	Interface and Description
interface	AnalyticModelInterface A collection of objects representing analytic valuations, i.e., curves and volatility surfaces.

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

Modifier and Type	Class and Description
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

Modifier and Type	Method and Description
Object	AbstractAnalyticProduct.getValue(double evaluationTime, ModelInterface model)

Uses of ModelInterface in net.finmath.modelling

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

Modifier and Type	Method and Description
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

Modifier and Type	Method and Description
Object	AbstractMonteCarloProduct.getValue(double evaluationTime, ModelInterface model)

Uses of ModelInterface in net.finmath.montecarlo.hybridassetinterestrate.products

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

Modifier and Type	Method and Description
Object	WorstOfExpressCertificate.getValue(double evaluationTime, ModelInterface model)