Uses of Interface
net.finmath.modelling.descriptor.AssetModelDescriptor
| Package | Description |
|---|---|
| net.finmath.modelling.descriptor |
Provides interface separating implementation from specification (of models and products)
|
| net.finmath.modelling.modelfactory |
Provides classes to build models from descriptors.
|
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Uses of AssetModelDescriptor in net.finmath.modelling.descriptor
Classes in net.finmath.modelling.descriptor that implement AssetModelDescriptor Modifier and Type Class Description classBlackScholesModelDescriptorclassHestonModelDescriptorclassMertonModelDescriptorDescriptor for the Merton Jump Diffusion Model.classVarianceGammaModelDescriptor -
Uses of AssetModelDescriptor in net.finmath.modelling.modelfactory
Methods in net.finmath.modelling.modelfactory that return types with arguments of type AssetModelDescriptor Modifier and Type Method Description DescribedModel<? extends AssetModelDescriptor>AssetModelFourierMethodFactory. getModelFromDescriptor(AssetModelDescriptor descriptor)DescribedModel<? extends AssetModelDescriptor>AssetModelMonteCarloFactory. getModelFromDescriptor(AssetModelDescriptor descriptor)Methods in net.finmath.modelling.modelfactory with parameters of type AssetModelDescriptor Modifier and Type Method Description DescribedModel<? extends AssetModelDescriptor>AssetModelFourierMethodFactory. getModelFromDescriptor(AssetModelDescriptor descriptor)DescribedModel<? extends AssetModelDescriptor>AssetModelMonteCarloFactory. getModelFromDescriptor(AssetModelDescriptor descriptor)