Package | Description |
---|---|
net.finmath.modelling.descriptor |
Provides interface separating implementation from specification (of models and products)
|
Modifier and Type | Class and Description |
---|---|
class |
BlackScholesModelFourierFactory |
class |
BlackScholesModelMonteCarloFactory |
class |
BlackScholesModelMonteCarloFiniteDifference1D |
class |
HestonModelFourierFactory |
class |
HestonModelMonteCarloFactory |
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