Uses of Interface
net.finmath.modelling.DescribedModel

Packages that use DescribedModel

Package	Description
net.finmath.fouriermethod.models	Provides characteristic functions of stochastic processes (models).
net.finmath.modelling	Provides interface separating models and products.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.modelling.modelfactory	Provides classes to build models from descriptors.

Uses of DescribedModel in net.finmath.fouriermethod.models

Classes in net.finmath.fouriermethod.models that implement DescribedModel

Modifier and Type	Class and Description
class	BlackScholesModel Implements the characteristic function of a Black Scholes model.
class	HestonModel Implements the characteristic function of a Heston model.

Uses of DescribedModel in net.finmath.modelling

Methods in net.finmath.modelling that return DescribedModel

Modifier and Type	Method and Description
DescribedModel<? extends T>	ModelFactory.getModelFromDescriptor(T descriptor) Get the model for the given descriptor.

Uses of DescribedModel in net.finmath.modelling.descriptor

Methods in net.finmath.modelling.descriptor that return DescribedModel

Modifier and Type	Method and Description
DescribedModel<BlackScholesModelDescriptor>	BlackScholesModelMonteCarloFactory.getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor)
DescribedModel<BlackScholesModelDescriptor>	BlackScholesModelMonteCarloFiniteDifference1D.getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor)
DescribedModel<HestonModelDescriptor>	HestonModelMonteCarloFactory.getModelFromDescriptor(HestonModelDescriptor modelDescriptor)

Uses of DescribedModel in net.finmath.modelling.modelfactory

Methods in net.finmath.modelling.modelfactory that return DescribedModel

Modifier and Type	Method and Description
DescribedModel<BlackScholesModelDescriptor>	BlackScholesModelFourierFactory.getModelFromDescriptor(BlackScholesModelDescriptor descriptor)
DescribedModel<BlackScholesModelDescriptor>	BlackScholesModelMonteCarloFactory.getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor)
DescribedModel<BlackScholesModelDescriptor>	BlackScholesModelMonteCarloFiniteDifference1D.getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor)
DescribedModel<HestonModelDescriptor>	HestonModelFourierFactory.getModelFromDescriptor(HestonModelDescriptor descriptor)
DescribedModel<HestonModelDescriptor>	HestonModelMonteCarloFactory.getModelFromDescriptor(HestonModelDescriptor modelDescriptor)
DescribedModel<HullWhiteModelDescriptor>	HullWhiteMonteCarloFactory.getModelFromDescriptor(HullWhiteModelDescriptor description)