net.finmath.modelling

Interface Model

All Known Subinterfaces:

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

All Known Implementing Classes:

AnalyticModelFactory.DescribedAnalyticModel, AnalyticModelFromCurvesAndVols, AnalyticModelFromCurvesAndVols, AnalyticModelWithVolatilityCubes, BatesModel, BlackScholesModel, FDMBlackScholesModel, HestonModel, HybridAssetLIBORModelMonteCarloSimulationFromModels, LIBORMonteCarloSimulationFromLIBORModel, LIBORMonteCarloSimulationFromTermStructureModel, MertonModel, MonteCarloAssetModel, MonteCarloBlackScholesModel, MonteCarloBlackScholesModel2, MonteCarloMertonModel, MonteCarloMultiAssetBlackScholesModel, MonteCarloVarianceGammaModel, VarianceGammaModel

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