Uses of Class
net.finmath.modelling.descriptor.HestonModelDescriptor
| Package | Description |
|---|---|
| net.finmath.fouriermethod.calibration.models |
Classes related to the calibration of fourier models.
|
| net.finmath.modelling.modelfactory |
Provides classes to build models from descriptors.
|
| net.finmath.montecarlo.assetderivativevaluation.models |
Equity models implementing
ProcessModel
e.g. by extending AbstractProcessModel. |
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Uses of HestonModelDescriptor in net.finmath.fouriermethod.calibration.models
Constructors in net.finmath.fouriermethod.calibration.models with parameters of type HestonModelDescriptor Constructor Description CalibratableHestonModel(HestonModelDescriptor descriptor)Basic constructor where all parameters are to be calibrated.CalibratableHestonModel(HestonModelDescriptor descriptor, ScalarParameterInformation volatilityConstraint, ScalarParameterInformation thetaConstraint, ScalarParameterInformation kappaConstraint, ScalarParameterInformation xiConstraint, ScalarParameterInformation rhoConstraint, boolean applyFellerConstraint)This constructor allows for the specification of constraints. -
Uses of HestonModelDescriptor in net.finmath.modelling.modelfactory
Methods in net.finmath.modelling.modelfactory that return types with arguments of type HestonModelDescriptor Modifier and Type Method Description DescribedModel<HestonModelDescriptor>HestonModelMonteCarloFactory. getModelFromDescriptor(HestonModelDescriptor modelDescriptor)Methods in net.finmath.modelling.modelfactory with parameters of type HestonModelDescriptor Modifier and Type Method Description DescribedModel<HestonModelDescriptor>HestonModelMonteCarloFactory. getModelFromDescriptor(HestonModelDescriptor modelDescriptor) -
Uses of HestonModelDescriptor in net.finmath.montecarlo.assetderivativevaluation.models
Constructors in net.finmath.montecarlo.assetderivativevaluation.models with parameters of type HestonModelDescriptor Constructor Description HestonModel(HestonModelDescriptor descriptor, HestonModel.Scheme scheme, RandomVariableFactory randomVariableFactory)Create the model from a descriptor.