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.marketdata.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.modelling	Provides interface separating 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.marketdata.model

Classes in net.finmath.marketdata.model that implement DescribedModel

Modifier and Type	Class and Description
class	AnalyticModel Implements a collection of market data objects (e.g., discount curves, forward curve) which provide interpolation of market data or other derived quantities ("calibrated curves").

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.modelfactory

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

Modifier and Type	Method and Description
DescribedModel<AnalyticModelDescriptor>	AnalyticModelFactory.getModelFromDescriptor(AnalyticModelDescriptor descriptor)
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)