Uses of Class
net.finmath.modelling.descriptor.VarianceGammaModelDescriptor

Packages that use VarianceGammaModelDescriptor

Package	Description
net.finmath.fouriermethod.calibration.models	Classes related to the calibration of fourier models.
net.finmath.montecarlo.assetderivativevaluation.models	Equity models implementing ProcessModel e.g. by extending AbstractProcessModel.

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

Constructors in net.finmath.fouriermethod.calibration.models with parameters of type VarianceGammaModelDescriptor

Constructor	Description
CalibratableVarianceGammaModel(VarianceGammaModelDescriptor descriptor)	Basic constructor where all parameters are to be calibrated.
CalibratableVarianceGammaModel(VarianceGammaModelDescriptor descriptor, ScalarParameterInformation sigmaInfo, ScalarParameterInformation thetaInfo, ScalarParameterInformation nuInfo)

Uses of VarianceGammaModelDescriptor in net.finmath.montecarlo.assetderivativevaluation.models

Constructors in net.finmath.montecarlo.assetderivativevaluation.models with parameters of type VarianceGammaModelDescriptor

Constructor	Description
VarianceGammaModel(VarianceGammaModelDescriptor descriptor)	Create the model from a descriptor.