Uses of Interface
net.finmath.modelling.ModelDescriptor

Packages that use ModelDescriptor

Package	Description
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.
net.finmath.modelling	Provides interface separating models and products.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)

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

Methods in net.finmath.fouriermethod.calibration.models that return ModelDescriptor

Modifier and Type	Method and Description
ModelDescriptor	CalibratableProcess.getModelDescriptor() Every class implementing this interface must contain a ModelDescriptor from which we can create some concrete model.
ModelDescriptor	CalibratableMertonModel.getModelDescriptor()
ModelDescriptor	CalibratableHestonModel.getModelDescriptor()

Uses of ModelDescriptor in net.finmath.modelling

Classes in net.finmath.modelling with type parameters of type ModelDescriptor

Modifier and Type	Interface and Description
interface	DescribedModel<M extends ModelDescriptor> Interface for models which can provide a complete description of their model parameters (independent of the implementation of the numerical method).
interface	ModelFactory<T extends ModelDescriptor> A factory to instantiate a model from a given descriptor.

Uses of ModelDescriptor in net.finmath.modelling.descriptor

Subinterfaces of ModelDescriptor in net.finmath.modelling.descriptor

Modifier and Type	Interface and Description
interface	AssetModelDescriptor Marker interface for descriptors describing an asset model.
interface	InterestRateModelDescriptor Marker interface for descriptors describing an interest rate model.

Classes in net.finmath.modelling.descriptor that implement ModelDescriptor

Modifier and Type	Class and Description
class	AnalyticModelDescriptor
class	BlackScholesModelDescriptor
class	HestonModelDescriptor
class	MertonModelDescriptor Descriptor for the Merton Jump Diffusion Model.