Package | Description |
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net.finmath.modelling.modelfactory |
Provides classes to build models from descriptors.
|
Modifier and Type | Class and Description |
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class |
BlackScholesModelFourierFactory |
class |
BlackScholesModelMonteCarloFactory |
class |
BlackScholesModelMonteCarloFiniteDifference1D |
class |
HestonModelFourierFactory |
class |
HestonModelMonteCarloFactory |
class |
HullWhiteMonteCarloFactory
A factory to instantiate a Monte-Carlo implementaiton of the Hull White model model from a given descriptor.
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