net.finmath.modelling

Interface ModelInterface

All Known Subinterfaces:

AnalyticModelInterface, AnalyticModelInterface, AssetModelMonteCarloSimulationInterface, CrossCurrencyTermStructureModelMonteCarloSimulationInterface, DescribedModel<M>, FiniteDifference1DModel, HybridAssetLIBORModelMonteCarloSimulationInterface, LIBORModelMonteCarloSimulationInterface, MonteCarloSimulationInterface, ProcessCharacteristicFunctionInterface, TermStructureModelMonteCarloSimulationInterface

All Known Implementing Classes:

AnalyticModel, AnalyticModel, AnalyticModelFactory.DescribedAnalyticModel, BatesModel, BlackScholesModel, FDMBlackScholesModel, HestonModel, HybridAssetLIBORModelMonteCarloSimulation, LIBORModelMonteCarloSimulation, MonteCarloAssetModel, MonteCarloBlackScholesModel, MonteCarloBlackScholesModel2, MonteCarloMertonModel, MonteCarloMultiAssetBlackScholesModel, TermStructureModelMonteCarloSimulation

public interface ModelInterface

Interface to be implemented by all model. Used in specification of the ProductInterface. For a description of the general concept see http://finmath.net/finmath-lib/concepts/separationofproductandmodel.

Version:

1.0

Author:

Christian Fries