Package | Description |
---|---|
net.finmath.modelling.modelfactory |
Provides classes to build models from descriptors.
|
Modifier and Type | Class and Description |
---|---|
class |
AnalyticModelFactory
Factory to build an described analytic model from a descriptor.
|
class |
AssetModelFourierMethodFactory
Constructs asset models, which evaluate products via Monte-Carlo method.
|
class |
AssetModelMonteCarloFactory
Constructs asset models, which evaluate products via Monte-Carlo method.
|
class |
BlackScholesModelMonteCarloFactory |
class |
BlackScholesModelMonteCarloFiniteDifference1D |
class |
HestonModelMonteCarloFactory |
Copyright © 2020. All rights reserved.