net.finmath.modelling

Interface DescribedModel<M extends ModelDescriptor>

Type Parameters:

M - An interface extending the ModelDescriptor interface, being rich enough to describe the model implementing this interface.

All Superinterfaces:

ModelInterface

All Known Implementing Classes:

AnalyticModel, BlackScholesModel, HestonModel

public interface DescribedModel<M extends ModelDescriptor>
extends ModelInterface

Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).

Version:

1.0

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
M	getDescriptor() Return a model descriptor representing this model.
DescribedProduct<? extends ProductDescriptor>	getProductFromDescriptor(ProductDescriptor productDescriptor) Construct a product from a product descriptor, which may be valued by this model.

Method Detail

getDescriptor

M getDescriptor()

Return a model descriptor representing this model.

Returns:

The model descriptor of this model.

getProductFromDescriptor

DescribedProduct<? extends ProductDescriptor> getProductFromDescriptor(ProductDescriptor productDescriptor)

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

Parameters:

productDescriptor - Given product descriptor.

Returns:

An instance of a product implementation.