Package | Description |
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net.finmath.modelling |
Provides interface separating models and products.
|
net.finmath.modelling.modelfactory |
Provides classes to build models from descriptors.
|
Modifier and Type | Method and Description |
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DescribedModel<? extends T> |
ModelFactory.getModelFromDescriptor(T descriptor)
Get the model for the given descriptor.
|
Modifier and Type | Class and Description |
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static class |
AnalyticModelFactory.DescribedAnalyticModel
Class extending
AnalyticModelFromCurvesAndVols with the funtionality of a described model. |
Modifier and Type | Method and Description |
---|---|
DescribedModel<AnalyticModelDescriptor> |
AnalyticModelFactory.getModelFromDescriptor(AnalyticModelDescriptor descriptor) |
DescribedModel<? extends AssetModelDescriptor> |
AssetModelFourierMethodFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) |
DescribedModel<? extends AssetModelDescriptor> |
AssetModelMonteCarloFactory.getModelFromDescriptor(AssetModelDescriptor descriptor) |
DescribedModel<BlackScholesModelDescriptor> |
BlackScholesModelMonteCarloFactory.getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor) |
DescribedModel<BlackScholesModelDescriptor> |
BlackScholesModelMonteCarloFiniteDifference1D.getModelFromDescriptor(BlackScholesModelDescriptor modelDescriptor) |
DescribedModel<HestonModelDescriptor> |
HestonModelMonteCarloFactory.getModelFromDescriptor(HestonModelDescriptor modelDescriptor) |
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