net.finmath.modelling

Interface Model<T extends ModelDescriptor>

All Known Subinterfaces:

AnalyticModelInterface, AnalyticModelInterface

All Known Implementing Classes:

AnalyticModel, AnalyticModel, HestonModel

public interface Model<T extends ModelDescriptor>

Interface for a describable model. For a description of the general concept see http://finmath.net/finmath-lib/concepts/separationofproductandmodel.

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
default T	getDescriptor() Return a model descriptor representing this model.
default Product<? extends ProductDescriptor>	getProductFromDesciptor(ProductDescriptor productDescriptor) Construct a product from a product descriptor, which may be valued by this mmodel.

Method Detail

getDescriptor

default T getDescriptor()

Return a model descriptor representing this model.

Returns:

The model descriptor of this model.

getProductFromDesciptor

default Product<? extends ProductDescriptor> getProductFromDesciptor(ProductDescriptor productDescriptor)

Construct a product from a product descriptor, which may be valued by this mmodel.

Parameters:

productDescriptor - Given product descriptor.

Returns:

An instance of a product implementation.