Package | Description |
---|---|
net.finmath.modelling.descriptor |
Provides interface separating implementation from specification (of models and products)
|
net.finmath.modelling.modelfactory |
Provides classes to build models from descriptors.
|
Modifier and Type | Class and Description |
---|---|
class |
BlackScholesModelDescriptor |
class |
HestonModelDescriptor |
class |
MertonModelDescriptor
Descriptor for the Merton Jump Diffusion Model.
|
Modifier and Type | Method and Description |
---|---|
DescribedModel<? extends AssetModelDescriptor> |
AssetModelFourierMethodFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) |
DescribedModel<? extends AssetModelDescriptor> |
AssetModelMonteCarloFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) |
Modifier and Type | Method and Description |
---|---|
DescribedModel<? extends AssetModelDescriptor> |
AssetModelFourierMethodFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) |
DescribedModel<? extends AssetModelDescriptor> |
AssetModelMonteCarloFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) |
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