Uses of Class
net.finmath.modelling.descriptor.MertonModelDescriptor

Packages that use MertonModelDescriptor

Package	Description
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.
net.finmath.montecarlo.assetderivativevaluation.models	Equity models implementing ProcessModel e.g. by extending AbstractProcessModel.

Uses of MertonModelDescriptor in net.finmath.fouriermethod.calibration.models

Constructors in net.finmath.fouriermethod.calibration.models with parameters of type MertonModelDescriptor

Constructor and Description
CalibratableMertonModel(MertonModelDescriptor descriptor) Basic constructor where all parameters are to be calibrated.
CalibratableMertonModel(MertonModelDescriptor descriptor, ScalarParameterInformation volatilityInfo, ScalarParameterInformation jumpIntensityInfo, ScalarParameterInformation jumpSizeMeanInfo, ScalarParameterInformation jumpSizeStdDevInfo) This constructor allows for the specification of constraints.

Uses of MertonModelDescriptor in net.finmath.montecarlo.assetderivativevaluation.models

Constructors in net.finmath.montecarlo.assetderivativevaluation.models with parameters of type MertonModelDescriptor

Constructor and Description
MertonModel(MertonModelDescriptor descriptor) Create the model from a descriptor.