Module net.finmath.lib

Package net.finmath.modelling.descriptor

Interface AssetModelDescriptor

All Superinterfaces:

ModelDescriptor

All Known Implementing Classes:

BlackScholesModelDescriptor, HestonModelDescriptor, MertonModelDescriptor, VarianceGammaModelDescriptor

public interface AssetModelDescriptor
extends ModelDescriptor

Marker interface for descriptors describing an asset model.

Version:

1.0

Author:

Christian Fries, Roland Bachl

Method Summary

Methods inherited from interface net.finmath.modelling.ModelDescriptor

name, version