Package | Description |
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net.finmath.modelling |
Provides interface separating models and products.
|
net.finmath.modelling.descriptor |
Provides interface separating implementation from specification (of models and products)
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Modifier and Type | Interface and Description |
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interface |
DescribedModel<M extends ModelDescriptor>
Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).
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interface |
ModelFactory<T extends ModelDescriptor>
A factory to instantiate a model from a given descriptor.
|
Modifier and Type | Interface and Description |
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interface |
AssetModelDescriptor
Marker interface for descriptors describing an asset model.
|
interface |
InterestRateModelDescriptor
Marker interface for descriptors describing an interest rate model.
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Modifier and Type | Class and Description |
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class |
BlackScholesModelDescriptor |
class |
HestonModelDescriptor |
class |
HullWhiteModelDescriptor
A descriptor describing the Hull-White model.
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