net.finmath.modelling

Interface Model

All Known Subinterfaces:

AnalyticModel, AnalyticModel, AssetModelMonteCarloSimulationModel, CharacteristicFunctionModel, CrossCurrencyTermStructureMonteCarloSimulationModel, DescribedModel<M>, FiniteDifference1DModel, HybridAssetLIBORModelMonteCarloSimulation, LIBORModelMonteCarloSimulationModel, MonteCarloSimulationModel, TermStructureMonteCarloSimulationModel

All Known Implementing Classes:

AnalyticModelFactory.DescribedAnalyticModel, AnalyticModelFromCuvesAndVols, AnalyticModelFromCuvesAndVols, BatesModel, BlackScholesModel, FDMBlackScholesModel, HestonModel, HybridAssetLIBORModelMonteCarloSimulationFromModels, LIBORMonteCarloSimulationFromLIBORModel, LIBORMonteCarloSimulationFromTermStructureModel, MonteCarloAssetModel, MonteCarloBlackScholesModel, MonteCarloBlackScholesModel2, MonteCarloMertonModel, MonteCarloMultiAssetBlackScholesModel

public interface Model

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

Version:

1.0

Author:

Christian Fries